BVT Call 340 TT 20.09.2024
/ DE000VD48FB1
BVT Call 340 TT 20.09.2024/ DE000VD48FB1 /
| 2024-07-25 4:54:34 PM |
Chg.-0.370 |
Bid5:24:41 PM |
Ask5:24:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-25.52% |
1.100
Bid Size: 21,000 |
1.130
Ask Size: 21,000 |
Trane Technologies p... |
340.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD48FB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-0.66 |
| Time value: |
1.37 |
| Break-even: |
327.41 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
0.48 |
| Theta: |
-0.15 |
| Omega: |
10.71 |
| Rho: |
0.21 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.080 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
-30.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.050 |
| 1M High / 1M Low: |
2.020 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
