BVT Call 1420 TDG 20.09.2024
/ DE000VD0YKS0
BVT Call 1420 TDG 20.09.2024/ DE000VD0YKS0 /
| 02/09/2024 10:30:52 |
Chg.+0.003 |
Bid10:45:36 |
Ask10:45:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+2.56% |
0.120
Bid Size: 13,000 |
0.176
Ask Size: 13,000 |
Transdigm Group Inco... |
1,420.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD0YKS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,420.00 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: |
71.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-0.42 |
| Time value: |
0.17 |
| Break-even: |
1,302.98 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.04 |
| Spread %: |
34.11% |
| Delta: |
0.33 |
| Theta: |
-0.87 |
| Omega: |
23.65 |
| Rho: |
0.19 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.117 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+344.44% |
| 1 Month |
|
|
+31.87% |
| 3 Months |
|
|
-73.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.142 |
0.027 |
| 1M High / 1M Low: |
0.142 |
0.001 |
| 6M High / 6M Low: |
0.560 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
12,737.34% |
| Volatility 6M: |
|
5,027.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
