BVT Call 100 TJX 20.09.2024
/ DE000VM72YH0
BVT Call 100 TJX 20.09.2024/ DE000VM72YH0 /
| 2024-08-16 8:04:28 PM |
Chg.+0.050 |
Bid9:57:22 PM |
Ask9:57:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+4.42% |
-
Bid Size: - |
-
Ask Size: - |
TJX Companies Inc |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72YH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.14 |
| Parity: |
1.05 |
| Time value: |
0.13 |
| Break-even: |
102.94 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
7.27 |
| Rho: |
0.07 |
Quote data
| Open: |
1.180 |
| High: |
1.180 |
| Low: |
1.140 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.31% |
| 1 Month |
|
|
-21.85% |
| 3 Months |
|
|
+145.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.010 |
| 1M High / 1M Low: |
1.510 |
0.990 |
| 6M High / 6M Low: |
1.520 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.20% |
| Volatility 6M: |
|
153.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
