BVT Call 125 TJX 20.06.2025
/ DE000VD9FD48
BVT Call 125 TJX 20.06.2025/ DE000VD9FD48 /
18/10/2024 08:56:04 |
Chg.-0.030 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-5.00% |
- Bid Size: - |
- Ask Size: - |
TJX Companies Inc |
125.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
VD9FD4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
08/07/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
-0.67 |
Time value: |
0.59 |
Break-even: |
120.92 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.45 |
Theta: |
-0.02 |
Omega: |
8.24 |
Rho: |
0.29 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.50% |
1 Month |
|
|
-8.06% |
3 Months |
|
|
+9.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.430 |
1M High / 1M Low: |
0.620 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.532 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |