BVT Call 86 RTX 20.09.2024
/ DE000VM7PCV3
BVT Call 86 RTX 20.09.2024/ DE000VM7PCV3 /
8/6/2024 8:00:46 PM |
Chg.+0.080 |
Bid9:00:14 AM |
Ask9:00:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.760EUR |
+2.99% |
2.660 Bid Size: 4,000 |
2.750 Ask Size: 4,000 |
RTX Corporation |
86.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM7PCV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
86.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.70 |
Intrinsic value: |
2.66 |
Implied volatility: |
0.42 |
Historic volatility: |
0.19 |
Parity: |
2.66 |
Time value: |
0.05 |
Break-even: |
105.63 |
Moneyness: |
1.34 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.74% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
3.81 |
Rho: |
0.09 |
Quote data
Open: |
2.760 |
High: |
2.810 |
Low: |
2.760 |
Previous Close: |
2.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.07% |
1 Month |
|
|
+94.37% |
3 Months |
|
|
+59.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.970 |
2.680 |
1M High / 1M Low: |
2.970 |
1.370 |
6M High / 6M Low: |
2.970 |
0.800 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.794 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.601 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.43% |
Volatility 6M: |
|
106.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |