BVT Call 94 RTX 20.09.2024
/ DE000VM7PCS9
BVT Call 94 RTX 20.09.2024/ DE000VM7PCS9 /
| 2024-08-05 7:52:29 PM |
Chg.-0.010 |
Bid9:49:45 AM |
Ask9:49:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-0.50% |
2.030
Bid Size: 6,000 |
2.160
Ask Size: 6,000 |
RTX Corporation |
94.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7PCS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
2.06 |
| Time value: |
0.06 |
| Break-even: |
107.35 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
4.83 |
| Rho: |
0.10 |
Quote data
| Open: |
1.910 |
| High: |
2.010 |
| Low: |
1.910 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
+160.53% |
| 3 Months |
|
|
+98.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
1.980 |
| 1M High / 1M Low: |
2.210 |
0.740 |
| 6M High / 6M Low: |
2.210 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.990 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.58% |
| Volatility 6M: |
|
157.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
