BVT Call 1420 TDG 20.12.2024
/ DE000VD3SGN5
BVT Call 1420 TDG 20.12.2024/ DE000VD3SGN5 /
26/09/2024 08:43:40 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
- |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,420.00 - |
20/12/2024 |
Call |
Master data
WKN: |
VD3SGN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,420.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
26/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.21 |
Parity: |
-1.34 |
Time value: |
0.88 |
Break-even: |
1,508.00 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
1.56 |
Spread abs.: |
0.05 |
Spread %: |
6.02% |
Delta: |
0.41 |
Theta: |
-1.11 |
Omega: |
6.03 |
Rho: |
0.75 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+26.09% |
3 Months |
|
|
+128.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.880 |
0.690 |
6M High / 6M Low: |
1.000 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.788 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.584 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.79% |
Volatility 6M: |
|
200.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |