BVT Call 1440 TDG 20.12.2024
/ DE000VD3SGR6
BVT Call 1440 TDG 20.12.2024/ DE000VD3SGR6 /
| 29/08/2024 19:55:12 |
Chg.+0.140 |
Bid21:08:28 |
Ask21:08:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+31.11% |
0.570
Bid Size: 52,000 |
0.620
Ask Size: 52,000 |
Transdigm Group Inco... |
1,440.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SGR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,440.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.96 |
| Time value: |
0.52 |
| Break-even: |
1,346.44 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.05 |
| Spread %: |
10.64% |
| Delta: |
0.39 |
| Theta: |
-0.40 |
| Omega: |
8.91 |
| Rho: |
1.27 |
Quote data
| Open: |
0.470 |
| High: |
0.590 |
| Low: |
0.470 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.26% |
| 1 Month |
|
|
+78.79% |
| 3 Months |
|
|
-11.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.490 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
