BVT Call 1400 TDG 20.09.2024
/ DE000VD0YKT8
BVT Call 1400 TDG 20.09.2024/ DE000VD0YKT8 /
| 2024-07-05 7:53:08 PM |
Chg.-0.080 |
Bid9:50:00 PM |
Ask9:50:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,400.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0YKT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,400.00 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: |
39.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-1.16 |
| Time value: |
0.30 |
| Break-even: |
1,321.58 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.05 |
| Spread %: |
20.00% |
| Delta: |
0.30 |
| Theta: |
-0.42 |
| Omega: |
11.75 |
| Rho: |
0.67 |
Quote data
| Open: |
0.190 |
| High: |
0.240 |
| Low: |
0.180 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-54.72% |
| 3 Months |
|
|
-46.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.240 |
| 1M High / 1M Low: |
0.550 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
