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: |
|
- |