BVT Call 1020 TDG 20.09.2024
/ DE000VM7N7V4
BVT Call 1020 TDG 20.09.2024/ DE000VM7N7V4 /
| 2024-07-29 8:47:00 AM |
Chg.+0.04 |
Bid6:26:15 PM |
Ask6:26:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
+1.90% |
2.19
Bid Size: 29,000 |
2.24
Ask Size: 29,000 |
Transdigm Group Inco... |
1,020.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N7V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,020.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.20 |
| Parity: |
1.98 |
| Time value: |
0.18 |
| Break-even: |
1,155.85 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.89% |
| Delta: |
0.88 |
| Theta: |
-0.47 |
| Omega: |
4.64 |
| Rho: |
1.14 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.92% |
| 1 Month |
|
|
-20.07% |
| 3 Months |
|
|
-19.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.11 |
| 1M High / 1M Low: |
2.70 |
2.11 |
| 6M High / 6M Low: |
3.46 |
1.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.18% |
| Volatility 6M: |
|
89.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
