BVT Call 120 RTX 20.12.2024
/ DE000VD5AVR8
BVT Call 120 RTX 20.12.2024/ DE000VD5AVR8 /
| 15/11/2024 20:04:58 |
Chg.-0.020 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
120.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.14 |
| Time value: |
0.28 |
| Break-even: |
116.78 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.46 |
| Theta: |
-0.05 |
| Omega: |
18.62 |
| Rho: |
0.05 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.60% |
| 1 Month |
|
|
-71.25% |
| 3 Months |
|
|
-56.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.230 |
| 1M High / 1M Low: |
0.860 |
0.230 |
| 6M High / 6M Low: |
0.860 |
0.077 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.03% |
| Volatility 6M: |
|
315.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
