BVT Call 1300 TDG 20.12.2024
/ DE000VC6LEF5
BVT Call 1300 TDG 20.12.2024/ DE000VC6LEF5 /
| 2024-11-12 8:46:39 AM |
Chg.+0.150 |
Bid8:29:18 PM |
Ask8:29:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+19.48% |
0.790
Bid Size: 31,000 |
0.840
Ask Size: 31,000 |
Transdigm Group Inco... |
1,300.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VC6LEF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-10-24 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.70 |
| Time value: |
0.30 |
| Break-even: |
1,319.16 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
5.26% |
| Delta: |
0.72 |
| Theta: |
-0.70 |
| Omega: |
9.31 |
| Rho: |
0.87 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.58% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.640 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
