BVT Call 110 TJX 21.03.2025
/ DE000VD9FDT3
BVT Call 110 TJX 21.03.2025/ DE000VD9FDT3 /
| 27/09/2024 08:41:37 |
Chg.-0.04 |
Bid19:03:08 |
Ask19:03:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-3.20% |
1.18
Bid Size: 88,000 |
1.19
Ask Size: 88,000 |
TJX Companies Inc |
110.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9FDT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.72 |
| Time value: |
0.51 |
| Break-even: |
110.72 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
6.19 |
| Rho: |
0.31 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.42% |
| 1 Month |
|
|
-16.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.15 |
| 1M High / 1M Low: |
1.45 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
