BVT Call 380 TT 21.03.2025
/ DE000VD9FPF6
BVT Call 380 TT 21.03.2025/ DE000VD9FPF6 /
04/10/2024 20:01:28 |
Chg.-0.100 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
3.430EUR |
-2.83% |
- Bid Size: - |
- Ask Size: - |
Trane Technologies p... |
380.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
VD9FPF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Trane Technologies plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 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: |
9.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.89 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
0.76 |
Time value: |
2.91 |
Break-even: |
382.94 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
0.82% |
Delta: |
0.61 |
Theta: |
-0.10 |
Omega: |
5.88 |
Rho: |
0.82 |
Quote data
Open: |
3.640 |
High: |
3.770 |
Low: |
3.430 |
Previous Close: |
3.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.29% |
1 Month |
|
|
+114.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.700 |
3.420 |
1M High / 1M Low: |
3.730 |
1.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.548 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.925 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |