BVT Call 1465 TDG 20.12.2024
/ DE000VD48FN6
BVT Call 1465 TDG 20.12.2024/ DE000VD48FN6 /
| 2024-11-08 7:54:28 PM |
Chg.+0.033 |
Bid8:28:57 AM |
Ask8:28:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
+62.26% |
0.082
Bid Size: 10,000 |
0.127
Ask Size: 0 |
Transdigm Group Inco... |
1,465.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
VD48FN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,465.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
99.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-2.04 |
| Time value: |
0.13 |
| Break-even: |
1,477.70 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
3.12 |
| Spread abs.: |
0.05 |
| Spread %: |
54.88% |
| Delta: |
0.15 |
| Theta: |
-0.50 |
| Omega: |
15.16 |
| Rho: |
0.20 |
Quote data
| Open: |
0.045 |
| High: |
0.086 |
| Low: |
0.040 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.91% |
| 1 Month |
|
|
-82.80% |
| 3 Months |
|
|
-11.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.053 |
| 1M High / 1M Low: |
0.550 |
0.053 |
| 6M High / 6M Low: |
0.590 |
0.053 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.97% |
| Volatility 6M: |
|
301.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
