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: |
|
- |
