BVT Call 100 TJX 20.12.2024
/ DE000VD3LTK9
BVT Call 100 TJX 20.12.2024/ DE000VD3LTK9 /
| 9/27/2024 8:38:25 AM |
Chg.-0.05 |
Bid2:06:33 PM |
Ask2:06:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-2.75% |
1.78
Bid Size: 26,000 |
1.81
Ask Size: 26,000 |
TJX Companies Inc |
100.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3LTK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
1.62 |
| Time value: |
0.18 |
| Break-even: |
107.47 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
5.14 |
| Rho: |
0.17 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.67% |
| 1 Month |
|
|
-12.38% |
| 3 Months |
|
|
+28.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.70 |
| 1M High / 1M Low: |
2.02 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
