BVT Call 360 TT 21.03.2025
/ DE000VD9FPK6
BVT Call 360 TT 21.03.2025/ DE000VD9FPK6 /
| 15/10/2024 08:52:29 |
Chg.+0.43 |
Bid21:02:42 |
Ask21:02:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.96EUR |
+7.78% |
5.47
Bid Size: 11,000 |
5.50
Ask Size: 11,000 |
Trane Technologies p... |
360.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9FPK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.16 |
| Intrinsic value: |
4.12 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
4.12 |
| Time value: |
1.82 |
| Break-even: |
389.40 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.76 |
| Theta: |
-0.10 |
| Omega: |
4.73 |
| Rho: |
0.95 |
Quote data
| Open: |
5.96 |
| High: |
5.96 |
| Low: |
5.96 |
| Previous Close: |
5.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.63% |
| 1 Month |
|
|
+87.42% |
| 3 Months |
|
|
+116.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.53 |
4.86 |
| 1M High / 1M Low: |
5.53 |
3.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
