BVT Call 1080 TDG 20.09.2024
/ DE000VM7N727
BVT Call 1080 TDG 20.09.2024/ DE000VM7N727 /
| 9/12/2024 8:46:33 AM |
Chg.+0.22 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+10.68% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,080.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N72 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,080.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.20 |
| Parity: |
2.25 |
| Time value: |
0.05 |
| Break-even: |
1,210.90 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
2.22% |
| Delta: |
0.95 |
| Theta: |
-1.22 |
| Omega: |
4.96 |
| Rho: |
0.20 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.79% |
| 1 Month |
|
|
+47.10% |
| 3 Months |
|
|
-8.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.98 |
| 1M High / 1M Low: |
2.67 |
1.55 |
| 6M High / 6M Low: |
2.94 |
1.34 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.53% |
| Volatility 6M: |
|
123.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
