BVT Call 1380 TDG 20.09.2024
/ DE000VD0YKA8
BVT Call 1380 TDG 20.09.2024/ DE000VD0YKA8 /
| 2024-07-05 7:47:52 PM |
Chg.-0.090 |
Bid9:50:57 PM |
Ask9:50:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-23.68% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,380.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0YKA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,380.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-0.97 |
| Time value: |
0.35 |
| Break-even: |
1,308.13 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.05 |
| Spread %: |
16.67% |
| Delta: |
0.34 |
| Theta: |
-0.44 |
| Omega: |
11.27 |
| Rho: |
0.75 |
Quote data
| Open: |
0.250 |
| High: |
0.290 |
| Low: |
0.240 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-52.46% |
| 3 Months |
|
|
-43.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.630 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
