BVT Call 1440 TDG 20.12.2024
/ DE000VD3SGR6
BVT Call 1440 TDG 20.12.2024/ DE000VD3SGR6 /
| 7/25/2024 1:56:45 PM |
Chg.-0.030 |
Bid2:46:37 PM |
Ask2:46:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-7.89% |
0.350
Bid Size: 22,000 |
0.400
Ask Size: 22,000 |
Transdigm Group Inco... |
1,440.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-1.79 |
| Time value: |
0.40 |
| Break-even: |
1,368.66 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.05 |
| Spread %: |
14.29% |
| Delta: |
0.30 |
| Theta: |
-0.31 |
| Omega: |
8.54 |
| Rho: |
1.22 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.350 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
-46.97% |
| 3 Months |
|
|
-40.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.340 |
| 1M High / 1M Low: |
0.660 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
