BVT Call 1400 TDG 20.09.2024
/ DE000VD0YKT8
BVT Call 1400 TDG 20.09.2024/ DE000VD0YKT8 /
| 2024-07-25 4:54:35 PM |
Chg.-0.015 |
Bid5:41:29 PM |
Ask5:41:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.169EUR |
-8.15% |
0.173
Bid Size: 55,000 |
0.214
Ask Size: 55,000 |
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: |
54.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
-1.43 |
| Time value: |
0.21 |
| Break-even: |
1,312.85 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.04 |
| Spread %: |
24.12% |
| Delta: |
0.24 |
| Theta: |
-0.46 |
| Omega: |
12.90 |
| Rho: |
0.39 |
Quote data
| Open: |
0.174 |
| High: |
0.174 |
| Low: |
0.168 |
| Previous Close: |
0.184 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.58% |
| 1 Month |
|
|
-62.44% |
| 3 Months |
|
|
-63.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.147 |
| 1M High / 1M Low: |
0.450 |
0.147 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
