BVT Call 390 TT 20.12.2024
/ DE000VD5RUK9
BVT Call 390 TT 20.12.2024/ DE000VD5RUK9 /
| 7/25/2024 4:57:50 PM |
Chg.-0.170 |
Bid5:29:16 PM |
Ask5:29:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-18.68% |
0.750
Bid Size: 21,000 |
0.780
Ask Size: 21,000 |
Trane Technologies p... |
390.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-5.27 |
| Time value: |
0.93 |
| Break-even: |
369.14 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.03 |
| Spread %: |
3.33% |
| Delta: |
0.27 |
| Theta: |
-0.08 |
| Omega: |
8.93 |
| Rho: |
0.30 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.740 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
-25.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.640 |
| 1M High / 1M Low: |
1.190 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.908 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
