BVT Call 105 TJX 20.09.2024
/ DE000VM72YL2
BVT Call 105 TJX 20.09.2024/ DE000VM72YL2 /
| 2024-08-16 8:04:52 PM |
Chg.+0.050 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+6.85% |
-
Bid Size: - |
-
Ask Size: - |
TJX Companies Inc |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72YL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 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: |
13.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.14 |
| Parity: |
0.59 |
| Time value: |
0.19 |
| Break-even: |
103.49 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
9.81 |
| Rho: |
0.07 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.740 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
-28.44% |
| 3 Months |
|
|
+188.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.630 |
| 1M High / 1M Low: |
1.090 |
0.630 |
| 6M High / 6M Low: |
1.100 |
0.152 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.45% |
| Volatility 6M: |
|
183.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
