BVT Call 1140 TDG 20.09.2024
/ DE000VM7N8D0
BVT Call 1140 TDG 20.09.2024/ DE000VM7N8D0 /
9/4/2024 8:44:12 AM |
Chg.-0.40 |
Bid1:30:21 PM |
Ask1:30:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.73EUR |
-18.78% |
1.74 Bid Size: 11,000 |
1.87 Ask Size: 11,000 |
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: |
6.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.76 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.60 |
Historic volatility: |
0.20 |
Parity: |
1.74 |
Time value: |
0.09 |
Break-even: |
1,214.81 |
Moneyness: |
1.17 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.05 |
Spread %: |
2.81% |
Delta: |
0.90 |
Theta: |
-0.89 |
Omega: |
5.96 |
Rho: |
0.40 |
Quote data
Open: |
1.73 |
High: |
1.73 |
Low: |
1.73 |
Previous Close: |
2.13 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.58% |
1 Month |
|
|
+25.36% |
3 Months |
|
|
-19.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.13 |
1.72 |
1M High / 1M Low: |
2.13 |
0.93 |
6M High / 6M Low: |
2.45 |
0.93 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.32% |
Volatility 6M: |
|
143.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |