BVT Call 1140 TDG 20.09.2024
/ DE000VM7N8D0
BVT Call 1140 TDG 20.09.2024/ DE000VM7N8D0 /
| 2024-08-07 8:44:09 AM |
Chg.- |
Bid8:18:15 AM |
Ask8:18:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
- |
0.93
Bid Size: 6,000 |
1.11
Ask Size: 6,000 |
Transdigm Group Inco... |
1,140.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| 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: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.38% |
| 1 Month |
|
|
-22.08% |
| 3 Months |
|
|
-42.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
0.98 |
| 1M High / 1M Low: |
1.63 |
0.98 |
| 6M High / 6M Low: |
2.45 |
0.97 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.82% |
| Volatility 6M: |
|
135.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
