BVT Call 1465 TDG 20.12.2024
/ DE000VD48FN6
BVT Call 1465 TDG 20.12.2024/ DE000VD48FN6 /
| 2024-11-12 8:16:23 AM |
Chg.+0.041 |
Bid9:43:26 PM |
Ask9:43:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
+50.00% |
0.079
Bid Size: 51,000 |
-
Ask Size: - |
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: |
72.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
-1.76 |
| Time value: |
0.18 |
| Break-even: |
1,482.70 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
2.83 |
| Spread abs.: |
0.05 |
| Spread %: |
35.11% |
| Delta: |
0.20 |
| Theta: |
-0.65 |
| Omega: |
14.24 |
| Rho: |
0.24 |
Quote data
| Open: |
0.123 |
| High: |
0.123 |
| Low: |
0.123 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.09% |
| 1 Month |
|
|
-66.76% |
| 3 Months |
|
|
+14.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.045 |
| 1M High / 1M Low: |
0.540 |
0.045 |
| 6M High / 6M Low: |
0.610 |
0.045 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
500.89% |
| Volatility 6M: |
|
333.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
