BVT Call 85 RTX 20.09.2024
/ DE000VD0K6A9
BVT Call 85 RTX 20.09.2024/ DE000VD0K6A9 /
| 10/07/2024 20:03:47 |
Chg.-0.130 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-8.18% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
85.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD0K6A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.49 |
| Time value: |
0.10 |
| Break-even: |
94.50 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
5.44 |
| Rho: |
0.14 |
Quote data
| Open: |
1.600 |
| High: |
1.600 |
| Low: |
1.460 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
-31.78% |
| 3 Months |
|
|
-17.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.460 |
| 1M High / 1M Low: |
2.140 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
