BVT Call 1240 TDG 20.06.2025
/ DE000VD92VW2
BVT Call 1240 TDG 20.06.2025/ DE000VD92VW2 /
04/09/2024 08:19:21 |
Chg.-0.28 |
Bid19:41:01 |
Ask19:41:01 |
Underlying |
Strike price |
Expiration date |
Option type |
2.12EUR |
-11.67% |
2.24 Bid Size: 35,000 |
2.29 Ask Size: 35,000 |
Transdigm Group Inco... |
1,240.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
VD92VW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,240.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
16/07/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.52 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.39 |
Historic volatility: |
0.20 |
Parity: |
0.84 |
Time value: |
1.38 |
Break-even: |
1,344.32 |
Moneyness: |
1.07 |
Premium: |
0.11 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.05 |
Spread %: |
2.30% |
Delta: |
0.68 |
Theta: |
-0.32 |
Omega: |
3.68 |
Rho: |
4.72 |
Quote data
Open: |
2.12 |
High: |
2.12 |
Low: |
2.12 |
Previous Close: |
2.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.47% |
1 Month |
|
|
+15.22% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.43 |
2.11 |
1M High / 1M Low: |
2.43 |
1.46 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |