BVT Call 310 TT 20.12.2024
/ DE000VD41H12
BVT Call 310 TT 20.12.2024/ DE000VD41H12 /
| 2024-07-25 10:30:08 AM |
Chg.-0.390 |
Bid11:20:55 AM |
Ask11:20:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.910EUR |
-9.07% |
3.910
Bid Size: 3,000 |
4.120
Ask Size: 3,000 |
Trane Technologies p... |
310.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD41H1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 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: |
7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
2.11 |
| Time value: |
1.88 |
| Break-even: |
325.93 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
0.76% |
| Delta: |
0.69 |
| Theta: |
-0.10 |
| Omega: |
5.34 |
| Rho: |
0.70 |
Quote data
| Open: |
3.910 |
| High: |
3.910 |
| Low: |
3.910 |
| Previous Close: |
4.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.72% |
| 1 Month |
|
|
-7.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.650 |
3.350 |
| 1M High / 1M Low: |
4.810 |
3.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
