BVT Call 300 TT 20.12.2024
/ DE000VD41GN9
BVT Call 300 TT 20.12.2024/ DE000VD41GN9 /
| 2024-08-16 7:47:44 PM |
Chg.-0.410 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.900EUR |
-7.72% |
-
Bid Size: - |
-
Ask Size: - |
Trane Technologies p... |
300.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD41GN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.39 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
3.75 |
| Time value: |
1.14 |
| Break-even: |
320.94 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.62% |
| Delta: |
0.79 |
| Theta: |
-0.09 |
| Omega: |
5.00 |
| Rho: |
0.67 |
Quote data
| Open: |
5.530 |
| High: |
5.710 |
| Low: |
4.900 |
| Previous Close: |
5.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.22% |
| 1 Month |
|
|
+0.82% |
| 3 Months |
|
|
+14.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.310 |
4.460 |
| 1M High / 1M Low: |
5.340 |
3.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
