BVT Call 350 TT 20.09.2024
/ DE000VD48FE5
BVT Call 350 TT 20.09.2024/ DE000VD48FE5 /
| 2024-07-25 8:16:20 AM |
Chg.-0.32 |
Bid5:04:38 PM |
Ask5:04:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-24.43% |
0.79
Bid Size: 21,000 |
0.82
Ask Size: 21,000 |
Trane Technologies p... |
350.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-1.58 |
| Time value: |
1.02 |
| Break-even: |
333.14 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.03 |
| Spread %: |
3.03% |
| Delta: |
0.39 |
| Theta: |
-0.15 |
| Omega: |
11.75 |
| Rho: |
0.17 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
-24.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
0.88 |
| 1M High / 1M Low: |
1.47 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
