BVT Call 1300 TDG 21.03.2025
/ DE000VD9GJG5
BVT Call 1300 TDG 21.03.2025/ DE000VD9GJG5 /
| 25/09/2024 20:02:05 |
Chg.+0.060 |
Bid10:09:15 |
Ask10:09:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+3.16% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,300.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD9GJG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,300.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
26/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
1.12 |
| Time value: |
0.90 |
| Break-even: |
1,370.03 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
2.54% |
| Delta: |
0.71 |
| Theta: |
-0.39 |
| Omega: |
4.47 |
| Rho: |
3.38 |
Quote data
| Open: |
1.920 |
| High: |
1.960 |
| Low: |
1.920 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.29% |
| 1 Month |
|
|
+49.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.810 |
| 1M High / 1M Low: |
1.960 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
