BVT Call 390 TT 20.12.2024
/ DE000VD5RUK9
BVT Call 390 TT 20.12.2024/ DE000VD5RUK9 /
| 7/5/2024 8:38:04 AM |
Chg.+0.040 |
Bid9:16:12 PM |
Ask9:16:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+4.49% |
0.830
Bid Size: 21,000 |
0.860
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: |
30.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-5.43 |
| Time value: |
1.01 |
| Break-even: |
370.86 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.10 |
| Spread %: |
10.99% |
| Delta: |
0.28 |
| Theta: |
-0.07 |
| Omega: |
8.47 |
| Rho: |
0.35 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
+43.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.670 |
| 1M High / 1M Low: |
1.460 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
