BVT Call 350 TT 20.09.2024
/ DE000VD48FE5
BVT Call 350 TT 20.09.2024/ DE000VD48FE5 /
| 29/08/2024 16:55:43 |
Chg.+0.250 |
Bid17:49:41 |
Ask17:49:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+26.04% |
1.250
Bid Size: 17,000 |
1.280
Ask Size: 17,000 |
Trane Technologies p... |
350.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD48FE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.21 |
| Time value: |
0.82 |
| Break-even: |
324.92 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
0.56 |
| Theta: |
-0.22 |
| Omega: |
17.33 |
| Rho: |
0.10 |
Quote data
| Open: |
1.040 |
| High: |
1.210 |
| Low: |
1.040 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+27.37% |
| 3 Months |
|
|
+27.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.850 |
| 1M High / 1M Low: |
1.020 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
0.734 |
| Avg. volume 1M: |
|
43.478 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
