BVT Call 330 TT 20.12.2024
/ DE000VD41H38
BVT Call 330 TT 20.12.2024/ DE000VD41H38 /
| 2024-07-25 10:11:59 AM |
Chg.-0.130 |
Bid11:30:23 AM |
Ask11:30:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
-4.35% |
2.810
Bid Size: 3,000 |
2.990
Ask Size: 3,000 |
Trane Technologies p... |
330.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD41H3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 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: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.26 |
| Time value: |
2.62 |
| Break-even: |
333.28 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
1.05% |
| Delta: |
0.59 |
| Theta: |
-0.10 |
| Omega: |
6.24 |
| Rho: |
0.61 |
Quote data
| Open: |
2.860 |
| High: |
2.860 |
| Low: |
2.860 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.75% |
| 1 Month |
|
|
-4.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.380 |
2.330 |
| 1M High / 1M Low: |
3.560 |
2.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.832 |
| Avg. volume 1W: |
|
30 |
| Avg. price 1M: |
|
2.925 |
| Avg. volume 1M: |
|
6.818 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
