BVT Call 360 TT 20.09.2024
/ DE000VD48GA1
BVT Call 360 TT 20.09.2024/ DE000VD48GA1 /
| 2024-07-25 4:42:38 PM |
Chg.-0.250 |
Bid5:19:46 PM |
Ask5:19:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-32.05% |
0.560
Bid Size: 21,000 |
0.590
Ask Size: 21,000 |
Trane Technologies p... |
360.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD48GA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
40.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-2.51 |
| Time value: |
0.75 |
| Break-even: |
339.66 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
0.31 |
| Theta: |
-0.13 |
| Omega: |
12.74 |
| Rho: |
0.14 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.530 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-36.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.530 |
| 1M High / 1M Low: |
1.140 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
