BVT Call 390 TT 20.12.2024
/ DE000VD5RUK9
BVT Call 390 TT 20.12.2024/ DE000VD5RUK9 /
| 07/11/2024 10:26:52 |
Chg.-0.020 |
Bid12:10:44 |
Ask12:10:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-1.34% |
1.380
Bid Size: 3,000 |
1.580
Ask Size: 3,000 |
Trane Technologies p... |
390.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD5RUK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.17 |
| Time value: |
1.28 |
| Break-even: |
377.91 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.11% |
| Delta: |
0.56 |
| Theta: |
-0.17 |
| Omega: |
13.98 |
| Rho: |
0.22 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.470 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.00% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
+149.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
0.700 |
| 1M High / 1M Low: |
2.830 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.048 |
| Avg. volume 1W: |
|
22 |
| Avg. price 1M: |
|
1.991 |
| Avg. volume 1M: |
|
9.565 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
