BVT Call 310 TT 20.12.2024
/ DE000VD41H12
BVT Call 310 TT 20.12.2024/ DE000VD41H12 /
| 11/7/2024 10:32:25 AM |
Chg.-0.080 |
Bid11:25:30 AM |
Ask11:25:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.860EUR |
-1.01% |
7.750
Bid Size: 2,000 |
8.080
Ask Size: 2,000 |
Trane Technologies p... |
310.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/26/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.73 |
| Intrinsic value: |
7.63 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
7.63 |
| Time value: |
0.20 |
| Break-even: |
367.16 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.38% |
| Delta: |
0.96 |
| Theta: |
-0.08 |
| Omega: |
4.46 |
| Rho: |
0.32 |
Quote data
| Open: |
7.860 |
| High: |
7.860 |
| Low: |
7.860 |
| Previous Close: |
7.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.61% |
| 1 Month |
|
|
+1.42% |
| 3 Months |
|
|
+133.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.940 |
5.630 |
| 1M High / 1M Low: |
9.040 |
5.630 |
| 6M High / 6M Low: |
9.040 |
2.810 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.28% |
| Volatility 6M: |
|
129.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
