BVT Call 330 TT 20.09.2024
/ DE000VD41JA0
BVT Call 330 TT 20.09.2024/ DE000VD41JA0 /
| 2024-08-29 8:55:48 AM |
Chg.+0.06 |
Bid5:21:03 PM |
Ask5:21:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+2.60% |
2.70
Bid Size: 12,000 |
2.73
Ask Size: 12,000 |
Trane Technologies p... |
330.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD41JA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
2.01 |
| Time value: |
0.31 |
| Break-even: |
319.84 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.31% |
| Delta: |
0.82 |
| Theta: |
-0.17 |
| Omega: |
11.18 |
| Rho: |
0.14 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.07% |
| 1 Month |
|
|
+41.07% |
| 3 Months |
|
|
+35.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.16 |
| 1M High / 1M Low: |
2.42 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
