BVT Call 125 TJX 20.12.2024
/ DE000VD7KMW2
BVT Call 125 TJX 20.12.2024/ DE000VD7KMW2 /
| 27/09/2024 17:02:25 |
Chg.-0.010 |
Bid18:04:15 |
Ask18:04:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
-5.43% |
0.178
Bid Size: 142,000 |
0.188
Ask Size: 142,000 |
TJX Companies Inc |
125.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD7KMW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-0.62 |
| Time value: |
0.21 |
| Break-even: |
113.89 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
5.13% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
16.65 |
| Rho: |
0.07 |
Quote data
| Open: |
0.188 |
| High: |
0.191 |
| Low: |
0.174 |
| Previous Close: |
0.184 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.77% |
| 1 Month |
|
|
-45.63% |
| 3 Months |
|
|
+1.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.195 |
0.161 |
| 1M High / 1M Low: |
0.320 |
0.161 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
