BVT Call 85 RTX 20.09.2024
/ DE000VD0K6A9
BVT Call 85 RTX 20.09.2024/ DE000VD0K6A9 /
9/11/2024 8:00:53 PM |
Chg.-0.110 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.120EUR |
-3.41% |
- Bid Size: - |
- Ask Size: - |
RTX Corporation |
85.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.21 |
Intrinsic value: |
3.20 |
Implied volatility: |
1.35 |
Historic volatility: |
0.17 |
Parity: |
3.20 |
Time value: |
0.05 |
Break-even: |
109.63 |
Moneyness: |
1.42 |
Premium: |
0.00 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
0.62% |
Delta: |
0.96 |
Theta: |
-0.12 |
Omega: |
3.23 |
Rho: |
0.02 |
Quote data
Open: |
3.200 |
High: |
3.200 |
Low: |
3.030 |
Previous Close: |
3.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.59% |
1 Month |
|
|
+11.03% |
3 Months |
|
|
+45.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.280 |
3.050 |
1M High / 1M Low: |
3.440 |
2.910 |
6M High / 6M Low: |
3.440 |
0.890 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.082 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
46.73% |
Volatility 6M: |
|
97.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |