BVT Call 330 TT 20.06.2025
/ DE000VD9JVE9
BVT Call 330 TT 20.06.2025/ DE000VD9JVE9 /
| 2024-12-27 8:32:37 AM |
Chg.-0.43 |
Bid9:48:12 PM |
Ask9:48:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.26EUR |
-6.43% |
5.82
Bid Size: 11,000 |
5.85
Ask Size: 11,000 |
Trane Technologies p... |
330.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.47 |
| Intrinsic value: |
4.61 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
4.61 |
| Time value: |
1.76 |
| Break-even: |
380.34 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.47% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
4.39 |
| Rho: |
1.03 |
Quote data
| Open: |
6.26 |
| High: |
6.26 |
| Low: |
6.26 |
| Previous Close: |
6.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.11% |
| 1 Month |
|
|
-37.77% |
| 3 Months |
|
|
-14.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.69 |
6.33 |
| 1M High / 1M Low: |
10.06 |
6.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
