BVT Call 1120 TDG 20.09.2024
/ DE000VM7N7W2
BVT Call 1120 TDG 20.09.2024/ DE000VM7N7W2 /
| 05/07/2024 20:02:43 |
Chg.-0.210 |
Bid21:57:31 |
Ask21:57:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-11.17% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,120.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7N7W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
1.43 |
| Time value: |
0.33 |
| Break-even: |
1,209.26 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.92% |
| Delta: |
0.80 |
| Theta: |
-0.47 |
| Omega: |
5.36 |
| Rho: |
1.60 |
Quote data
| Open: |
1.760 |
| High: |
1.760 |
| Low: |
1.630 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.57% |
| 1 Month |
|
|
-26.11% |
| 3 Months |
|
|
-6.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.650 |
| 1M High / 1M Low: |
2.330 |
1.650 |
| 6M High / 6M Low: |
2.500 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.638 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.00% |
| Volatility 6M: |
|
104.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
