BVT Call 330 TT 21.03.2025
/ DE000VD9JVG4
BVT Call 330 TT 21.03.2025/ DE000VD9JVG4 /
| 2024-09-13 8:34:47 AM |
Chg.+0.25 |
Bid6:51:55 PM |
Ask6:51:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.85EUR |
+5.43% |
5.17
Bid Size: 13,000 |
5.20
Ask Size: 13,000 |
Trane Technologies p... |
330.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9JVG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.06 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
2.68 |
| Time value: |
2.24 |
| Break-even: |
347.06 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
4.66 |
| Rho: |
0.93 |
Quote data
| Open: |
4.85 |
| High: |
4.85 |
| Low: |
4.85 |
| Previous Close: |
4.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.38% |
| 1 Month |
|
|
+40.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.60 |
3.72 |
| 1M High / 1M Low: |
5.18 |
3.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
