BVT Call 92 TJX 20.09.2024
/ DE000VM72YG2
BVT Call 92 TJX 20.09.2024/ DE000VM72YG2 /
| 2024-08-16 8:48:32 AM |
Chg.+0.24 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+14.55% |
-
Bid Size: - |
-
Ask Size: - |
TJX Companies Inc |
92.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72YG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.14 |
| Parity: |
1.78 |
| Time value: |
0.10 |
| Break-even: |
102.65 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
4.90 |
| Rho: |
0.07 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
+101.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.65 |
| 1M High / 1M Low: |
2.18 |
1.58 |
| 6M High / 6M Low: |
2.18 |
0.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.35% |
| Volatility 6M: |
|
113.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
