BVT Call 1200 TDG 20.09.2024
/ DE000VM8JDW0
BVT Call 1200 TDG 20.09.2024/ DE000VM8JDW0 /
| 29/07/2024 20:01:31 |
Chg.-0.060 |
Bid21:58:58 |
Ask21:58:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-6.74% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,200.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8JDW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.55 |
| Break-even: |
1,192.70 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.04 |
| Spread %: |
4.82% |
| Delta: |
0.62 |
| Theta: |
-0.67 |
| Omega: |
8.09 |
| Rho: |
0.90 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.830 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.54% |
| 1 Month |
|
|
-30.25% |
| 3 Months |
|
|
-38.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.860 |
| 1M High / 1M Low: |
1.300 |
0.850 |
| 6M High / 6M Low: |
1.880 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.48% |
| Volatility 6M: |
|
140.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
