BVT Call 125 TJX 21.03.2025
/ DE000VD9FDR7
BVT Call 125 TJX 21.03.2025/ DE000VD9FDR7 /
| 9/27/2024 8:41:37 AM |
Chg.-0.020 |
Bid6:55:28 PM |
Ask6:55:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
0.390
Bid Size: 142,000 |
0.400
Ask Size: 142,000 |
TJX Companies Inc |
125.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9FDR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.62 |
| Time value: |
0.43 |
| Break-even: |
116.14 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
10.26 |
| Rho: |
0.19 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-29.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.580 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
