BVT Call 370 TT 20.06.2025
/ DE000VD9FPE9
BVT Call 370 TT 20.06.2025/ DE000VD9FPE9 /
| 11/7/2024 8:53:28 AM |
Chg.-0.75 |
Bid2:16:06 PM |
Ask2:16:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.89EUR |
-13.30% |
4.68
Bid Size: 2,000 |
5.00
Ask Size: 2,000 |
Trane Technologies p... |
370.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VD9FPE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
2.04 |
| Time value: |
2.88 |
| Break-even: |
393.97 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
0.67 |
| Theta: |
-0.09 |
| Omega: |
4.96 |
| Rho: |
1.20 |
Quote data
| Open: |
4.89 |
| High: |
4.89 |
| Low: |
4.89 |
| Previous Close: |
5.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.92% |
| 1 Month |
|
|
-0.81% |
| 3 Months |
|
|
+124.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.64 |
3.47 |
| 1M High / 1M Low: |
6.11 |
3.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
