BVT Call 1420 TDG 20.09.2024
/ DE000VD0YKS0
BVT Call 1420 TDG 20.09.2024/ DE000VD0YKS0 /
| 9/4/2024 5:02:13 PM |
Chg.+0.041 |
Bid5:13:29 PM |
Ask5:13:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
+80.39% |
0.084
Bid Size: 53,000 |
0.127
Ask Size: 53,000 |
Transdigm Group Inco... |
1,420.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/26/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
106.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
-0.79 |
| Time value: |
0.11 |
| Break-even: |
1,296.54 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
4.21 |
| Spread abs.: |
0.04 |
| Spread %: |
61.43% |
| Delta: |
0.22 |
| Theta: |
-0.88 |
| Omega: |
23.55 |
| Rho: |
0.11 |
Quote data
| Open: |
0.064 |
| High: |
0.092 |
| Low: |
0.060 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.39% |
| 1 Month |
|
|
+1.10% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.142 |
0.051 |
| 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: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
12,438.70% |
| Volatility 6M: |
|
4,990.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
