BVT Call 330 TT 20.12.2024
/ DE000VD41H38
BVT Call 330 TT 20.12.2024/ DE000VD41H38 /
| 2024-11-07 8:55:24 AM |
Chg.-0.83 |
Bid11:07:37 AM |
Ask11:07:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.01EUR |
-12.13% |
5.95
Bid Size: 2,000 |
6.27
Ask Size: 2,000 |
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: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.88 |
| Intrinsic value: |
5.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
5.76 |
| Time value: |
0.28 |
| Break-even: |
367.90 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.50% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
5.59 |
| Rho: |
0.33 |
Quote data
| Open: |
6.01 |
| High: |
6.01 |
| Low: |
6.01 |
| Previous Close: |
6.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.59% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
+154.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.84 |
4.10 |
| 1M High / 1M Low: |
7.43 |
4.10 |
| 6M High / 6M Low: |
7.43 |
2.06 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.75% |
| Volatility 6M: |
|
164.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
