BVT Call 110 RTX 20.09.2024
/ DE000VD2UJZ1
BVT Call 110 RTX 20.09.2024/ DE000VD2UJZ1 /
| 2024-09-11 8:30:49 AM |
Chg.-0.09 |
Bid8:07:10 PM |
Ask8:07:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.94EUR |
-8.74% |
0.86
Bid Size: 21,000 |
0.88
Ask Size: 21,000 |
RTX Corporation |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD2UJZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
0.93 |
| Time value: |
0.07 |
| Break-even: |
109.82 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.88 |
| Theta: |
-0.11 |
| Omega: |
9.56 |
| Rho: |
0.02 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.94 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.84% |
| 1 Month |
|
|
+49.21% |
| 3 Months |
|
|
+193.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.86 |
| 1M High / 1M Low: |
1.25 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
