BVT Call 1180 TDG 20.09.2024
/ DE000VM7N7U6
BVT Call 1180 TDG 20.09.2024/ DE000VM7N7U6 /
7/26/2024 8:48:20 AM |
Chg.-0.090 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
-8.82% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,180.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM7N7U |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,180.00 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: |
11.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.38 |
Historic volatility: |
0.20 |
Parity: |
0.51 |
Time value: |
0.47 |
Break-even: |
1,184.98 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.04 |
Spread %: |
4.26% |
Delta: |
0.66 |
Theta: |
-0.63 |
Omega: |
7.67 |
Rho: |
0.99 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.930 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.58% |
1 Month |
|
|
-34.97% |
3 Months |
|
|
-38.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
0.930 |
1M High / 1M Low: |
1.430 |
0.930 |
6M High / 6M Low: |
2.140 |
0.670 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.51% |
Volatility 6M: |
|
139.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |