BVT Call 120 RTX 20.12.2024
/ DE000VD5AVR8
BVT Call 120 RTX 20.12.2024/ DE000VD5AVR8 /
| 2024-08-05 5:05:10 PM |
Chg.-0.020 |
Bid7:09:01 PM |
Ask7:09:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-4.08% |
0.500
Bid Size: 40,000 |
0.520
Ask Size: 40,000 |
RTX Corporation |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD5AVR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.33 |
| Time value: |
0.56 |
| Break-even: |
115.58 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
9.26 |
| Rho: |
0.17 |
Quote data
| Open: |
0.460 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
+487.50% |
| 3 Months |
|
|
+209.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.390 |
| 1M High / 1M Low: |
0.560 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
571.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
