BVT Call 1180 TDG 20.09.2024
/ DE000VM7N7U6
BVT Call 1180 TDG 20.09.2024/ DE000VM7N7U6 /
| 16/08/2024 08:49:25 |
Chg.+0.130 |
Bid18:19:34 |
Ask18:19:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+14.77% |
1.030
Bid Size: 31,000 |
1.080
Ask Size: 31,000 |
Transdigm Group Inco... |
1,180.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.21 |
| Break-even: |
1,180.42 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
0.78 |
| Theta: |
-0.62 |
| Omega: |
8.61 |
| Rho: |
0.77 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
1.010 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.24% |
| 1 Month |
|
|
-0.98% |
| 3 Months |
|
|
-34.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.820 |
| 1M High / 1M Low: |
1.330 |
0.690 |
| 6M High / 6M Low: |
2.140 |
0.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.79% |
| Volatility 6M: |
|
157.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
