BVT Call 330 TT 20.06.2025
/ DE000VD9JVE9
BVT Call 330 TT 20.06.2025/ DE000VD9JVE9 /
13/09/2024 19:54:30 |
Chg.+0.480 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
5.970EUR |
+8.74% |
- Bid Size: - |
- Ask Size: - |
Trane Technologies p... |
330.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
VD9JVE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Trane Technologies plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
09/07/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.62 |
Intrinsic value: |
2.68 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
2.68 |
Time value: |
2.96 |
Break-even: |
354.26 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
0.53% |
Delta: |
0.70 |
Theta: |
-0.08 |
Omega: |
4.03 |
Rho: |
1.31 |
Quote data
Open: |
5.750 |
High: |
5.970 |
Low: |
5.660 |
Previous Close: |
5.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+34.16% |
1 Month |
|
|
+29.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.970 |
4.670 |
1M High / 1M Low: |
5.990 |
4.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.210 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.952 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |