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: |
|
- |