BVT Call 1280 TDG 20.12.2024
/ DE000VD3SGA2
BVT Call 1280 TDG 20.12.2024/ DE000VD3SGA2 /
| 2024-06-27 10:33:16 AM |
Chg.+0.080 |
Bid12:27:55 PM |
Ask12:27:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+6.67% |
1.270
Bid Size: 10,000 |
1.410
Ask Size: 10,000 |
Transdigm Group Inco... |
1,280.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SGA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,280.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.20 |
| Time value: |
1.14 |
| Break-even: |
1,332.51 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
3.88% |
| Delta: |
0.60 |
| Theta: |
-0.38 |
| Omega: |
5.48 |
| Rho: |
2.89 |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.280 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.88% |
| 1 Month |
|
|
-22.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.200 |
| 1M High / 1M Low: |
1.710 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
