BVT Call 1280 TDG 20.12.2024
/ DE000VD3SGA2
BVT Call 1280 TDG 20.12.2024/ DE000VD3SGA2 /
| 7/29/2024 8:01:30 PM |
Chg.-0.050 |
Bid8:03:00 PM |
Ask8:01:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-5.68% |
0.830
Bid Size: 50,000 |
0.880
Ask Size: 50,000 |
Transdigm Group Inco... |
1,280.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.42 |
| Time value: |
0.87 |
| Break-even: |
1,266.41 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
4.82% |
| Delta: |
0.50 |
| Theta: |
-0.39 |
| Omega: |
6.58 |
| Rho: |
1.92 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.820 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.78% |
| 1 Month |
|
|
-25.23% |
| 3 Months |
|
|
-34.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.860 |
| 1M High / 1M Low: |
1.200 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.975 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
