BVT Call 190 TMUS 20.09.2024
/ DE000VD7FD81
BVT Call 190 TMUS 20.09.2024/ DE000VD7FD81 /
| 18/09/2024 08:49:08 |
Chg.-0.28 |
Bid15:57:53 |
Ask15:57:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-18.30% |
1.05
Bid Size: 19,000 |
1.07
Ask Size: 19,000 |
T Mobile US Inc |
190.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD7FD8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
T Mobile US Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.12 |
| Parity: |
1.14 |
| Time value: |
0.13 |
| Break-even: |
183.53 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
2.59 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.83 |
| Theta: |
-0.85 |
| Omega: |
11.87 |
| Rho: |
0.01 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+54.32% |
| 3 Months |
|
|
+197.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
0.75 |
| 1M High / 1M Low: |
1.53 |
0.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
