BVT Call 86 RTX 20.09.2024
/ DE000VM7PCV3
BVT Call 86 RTX 20.09.2024/ DE000VM7PCV3 /
| 7/10/2024 8:03:53 PM |
Chg.-0.130 |
Bid8:00:14 AM |
Ask8:00:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-8.67% |
1.450
Bid Size: 4,000 |
1.600
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: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.40 |
| Time value: |
0.11 |
| Break-even: |
94.62 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
5.63 |
| Rho: |
0.14 |
Quote data
| Open: |
1.520 |
| High: |
1.520 |
| Low: |
1.370 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
-33.17% |
| 3 Months |
|
|
-18.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.370 |
| 1M High / 1M Low: |
2.050 |
1.370 |
| 6M High / 6M Low: |
2.190 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.16% |
| Volatility 6M: |
|
94.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
