BVT Call 1220 TDG 20.12.2024/  DE000VD3VZE8  /

EUWAX
2024-07-26  8:54:23 AM Chg.-0.08 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
1.12EUR -6.67% -
Bid Size: -
-
Ask Size: -
Transdigm Group Inco... 1,220.00 USD 2024-12-20 Call
 

Master data

WKN: VD3VZE
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,220.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-11
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.72
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.14
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 0.14
Time value: 1.03
Break-even: 1,240.83
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 3.54%
Delta: 0.59
Theta: -0.40
Omega: 5.75
Rho: 2.22
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.08%
1 Month
  -28.21%
3 Months
  -30.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.12
1M High / 1M Low: 1.56 1.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -