BVT Call 1500 TDG 21.03.2025
/ DE000VC5GNY9
BVT Call 1500 TDG 21.03.2025/ DE000VC5GNY9 /
| 2024-11-12 8:04:12 PM |
Chg.-0.070 |
Bid8:55:29 PM |
Ask8:55:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-15.22% |
0.410
Bid Size: 51,000 |
0.460
Ask Size: 51,000 |
Transdigm Group Inco... |
1,500.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VC5GNY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,500.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-10-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-1.17 |
| Time value: |
0.52 |
| Break-even: |
1,458.72 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
10.64% |
| Delta: |
0.37 |
| Theta: |
-0.37 |
| Omega: |
9.07 |
| Rho: |
1.48 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.390 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
-47.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.310 |
| 1M High / 1M Low: |
0.800 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
