BVT Call 1140 TDG 20.09.2024
/ DE000VM7N8D0
BVT Call 1140 TDG 20.09.2024/ DE000VM7N8D0 /
| 8/8/2024 10:13:11 AM |
Chg.-0.120 |
Bid1:05:09 PM |
Ask1:05:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-11.76% |
0.910
Bid Size: 10,000 |
1.050
Ask Size: 10,000 |
Transdigm Group Inco... |
1,140.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N8D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,140.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
0.57 |
| Time value: |
0.40 |
| Break-even: |
1,140.24 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
4.30% |
| Delta: |
0.68 |
| Theta: |
-0.73 |
| Omega: |
7.71 |
| Rho: |
0.77 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.62% |
| 1 Month |
|
|
-41.94% |
| 3 Months |
|
|
-57.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.020 |
| 1M High / 1M Low: |
1.610 |
1.020 |
| 6M High / 6M Low: |
2.310 |
0.990 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.53% |
| Volatility 6M: |
|
131.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
