BVT Call 94 TJX 20.09.2024
/ DE000VM72YK4
BVT Call 94 TJX 20.09.2024/ DE000VM72YK4 /
16/08/2024 08:48:31 |
Chg.+0.23 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.71EUR |
+15.54% |
- Bid Size: - |
- Ask Size: - |
TJX Companies Inc |
94.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM72YK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
94.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
08/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.62 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.47 |
Historic volatility: |
0.14 |
Parity: |
1.59 |
Time value: |
0.11 |
Break-even: |
102.67 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
1.19% |
Delta: |
0.90 |
Theta: |
-0.05 |
Omega: |
5.36 |
Rho: |
0.07 |
Quote data
Open: |
1.71 |
High: |
1.71 |
Low: |
1.71 |
Previous Close: |
1.48 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.92% |
1 Month |
|
|
-10.94% |
3 Months |
|
|
+111.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.69 |
1.48 |
1M High / 1M Low: |
2.00 |
1.41 |
6M High / 6M Low: |
2.00 |
0.50 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.13% |
Volatility 6M: |
|
123.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |