BVT Call 115 RTX 20.12.2024
/ DE000VD3SAH0
BVT Call 115 RTX 20.12.2024/ DE000VD3SAH0 /
| 10/11/2024 7:43:27 PM |
Chg.-0.010 |
Bid9:57:59 PM |
Ask9:57:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-0.99% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
115.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.82 |
| Time value: |
0.25 |
| Break-even: |
115.86 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
8.17 |
| Rho: |
0.15 |
Quote data
| Open: |
0.970 |
| High: |
1.010 |
| Low: |
0.970 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
+498.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.000 |
| 1M High / 1M Low: |
1.190 |
0.740 |
| 6M High / 6M Low: |
1.190 |
0.137 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.539 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.39% |
| Volatility 6M: |
|
244.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
