BVT Call 1340 TDG 20.06.2025
/ DE000VD9GG28
BVT Call 1340 TDG 20.06.2025/ DE000VD9GG28 /
| 25/09/2024 20:04:39 |
Chg.+0.070 |
Bid10:07:00 |
Ask10:07:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
+3.48% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,340.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
VD9GG2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,340.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
26/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
0.76 |
| Time value: |
1.38 |
| Break-even: |
1,417.97 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
2.39% |
| Delta: |
0.67 |
| Theta: |
-0.34 |
| Omega: |
3.98 |
| Rho: |
4.66 |
Quote data
| Open: |
2.030 |
| High: |
2.090 |
| Low: |
2.030 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.77% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
1.930 |
| 1M High / 1M Low: |
2.080 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
