BVT Call 360 TT 20.12.2024
/ DE000VD48FH8
BVT Call 360 TT 20.12.2024/ DE000VD48FH8 /
| 2024-09-13 8:17:59 AM |
Chg.+0.21 |
Bid7:08:43 PM |
Ask7:08:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+10.19% |
2.52
Bid Size: 17,000 |
2.55
Ask Size: 17,000 |
Trane Technologies p... |
360.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD48FH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.03 |
| Time value: |
2.32 |
| Break-even: |
348.14 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
1.31% |
| Delta: |
0.55 |
| Theta: |
-0.13 |
| Omega: |
7.74 |
| Rho: |
0.42 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.55% |
| 1 Month |
|
|
+66.91% |
| 3 Months |
|
|
+40.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.45 |
| 1M High / 1M Low: |
2.49 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
