BVT Call 1380 TDG 20.09.2024
/ DE000VD0YKA8
BVT Call 1380 TDG 20.09.2024/ DE000VD0YKA8 /
| 02/09/2024 10:19:18 |
Chg.+0.040 |
Bid10:19:18 |
Ask10:19:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+19.05% |
0.250
Bid Size: 13,000 |
0.360
Ask Size: 13,000 |
Transdigm Group Inco... |
1,380.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.06 |
| Time value: |
0.32 |
| Break-even: |
1,281.47 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.05 |
| Spread %: |
18.52% |
| Delta: |
0.50 |
| Theta: |
-1.00 |
| Omega: |
19.24 |
| Rho: |
0.29 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+152.53% |
| 1 Month |
|
|
+61.29% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.099 |
| 1M High / 1M Low: |
0.280 |
0.024 |
| 6M High / 6M Low: |
0.720 |
0.024 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.179 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
606.78% |
| Volatility 6M: |
|
319.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
