BVT Call 110 RTX 20.12.2024
/ DE000VD3SAU3
BVT Call 110 RTX 20.12.2024/ DE000VD3SAU3 /
| 11/09/2024 10:34:20 |
Chg.-0.020 |
Bid12:10:04 |
Ask12:10:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-1.59% |
1.210
Bid Size: 6,000 |
1.270
Ask Size: 6,000 |
RTX Corporation |
110.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SAU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.93 |
| Time value: |
0.35 |
| Break-even: |
112.62 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
6.52 |
| Rho: |
0.19 |
Quote data
| Open: |
1.240 |
| High: |
1.240 |
| Low: |
1.240 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.62% |
| 1 Month |
|
|
+27.84% |
| 3 Months |
|
|
+133.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.130 |
| 1M High / 1M Low: |
1.420 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
