BVT Call 380 TT 20.12.2024
/ DE000VD5JYG6
BVT Call 380 TT 20.12.2024/ DE000VD5JYG6 /
| 2024-08-29 4:55:52 PM |
Chg.+0.140 |
Bid5:39:49 PM |
Ask5:39:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+12.28% |
1.290
Bid Size: 20,000 |
1.320
Ask Size: 20,000 |
Trane Technologies p... |
380.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD5JYG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-2.49 |
| Time value: |
1.19 |
| Break-even: |
353.49 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.37 |
| Theta: |
-0.09 |
| Omega: |
9.91 |
| Rho: |
0.33 |
Quote data
| Open: |
1.190 |
| High: |
1.280 |
| Low: |
1.190 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.30% |
| 1 Month |
|
|
+17.43% |
| 3 Months |
|
|
+37.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.050 |
| 1M High / 1M Low: |
1.170 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
