BVT Call 115 RTX 20.12.2024
/ DE000VD3SAH0
BVT Call 115 RTX 20.12.2024/ DE000VD3SAH0 /
| 2024-08-05 7:40:59 PM |
Chg.+0.010 |
Bid7:41:27 PM |
Ask7:41:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
0.720
Bid Size: 33,000 |
0.740
Ask Size: 33,000 |
RTX Corporation |
115.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SAH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.13 |
| Time value: |
0.67 |
| Break-even: |
113.40 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
7.96 |
| Rho: |
0.21 |
Quote data
| Open: |
0.640 |
| High: |
0.720 |
| Low: |
0.640 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+410.64% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.570 |
| 1M High / 1M Low: |
0.790 |
0.141 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
522.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
