BVT Call 110 RTX 20.06.2025
/ DE000VD9JWA5
BVT Call 110 RTX 20.06.2025/ DE000VD9JWA5 /
| 2024-08-05 7:54:08 PM |
Chg.+0.020 |
Bid9:46:53 AM |
Ask9:46:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+1.41% |
1.510
Bid Size: 8,000 |
1.610
Ask Size: 8,000 |
RTX Corporation |
110.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9JWA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.47 |
| Time value: |
1.02 |
| Break-even: |
115.35 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
4.70 |
| Rho: |
0.48 |
Quote data
| Open: |
1.350 |
| High: |
1.440 |
| Low: |
1.350 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.420 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
