BVT Call 110 TJX 20.09.2024
/ DE000VM8XM05
BVT Call 110 TJX 20.09.2024/ DE000VM8XM05 /
| 2024-08-16 8:09:07 PM |
Chg.+0.030 |
Bid9:57:16 PM |
Ask9:57:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+7.50% |
-
Bid Size: - |
-
Ask Size: - |
TJX Companies Inc |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8XM0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
0.13 |
| Time value: |
0.31 |
| Break-even: |
104.65 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
13.71 |
| Rho: |
0.05 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.38% |
| 1 Month |
|
|
-40.28% |
| 3 Months |
|
|
+198.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.330 |
| 1M High / 1M Low: |
0.720 |
0.330 |
| 6M High / 6M Low: |
0.720 |
0.078 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.61% |
| Volatility 6M: |
|
223.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
