BVT Call 96 TJX 20.09.2024
/ DE000VM72ZF1
BVT Call 96 TJX 20.09.2024/ DE000VM72ZF1 /
| 2024-08-16 8:04:12 PM |
Chg.+0.050 |
Bid9:58:31 PM |
Ask9:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+3.40% |
-
Bid Size: - |
-
Ask Size: - |
TJX Companies Inc |
96.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72ZF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 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: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.14 |
| Parity: |
1.41 |
| Time value: |
0.12 |
| Break-even: |
102.79 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
5.84 |
| Rho: |
0.07 |
Quote data
| Open: |
1.530 |
| High: |
1.530 |
| Low: |
1.480 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-18.28% |
| 3 Months |
|
|
+114.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.340 |
| 1M High / 1M Low: |
1.860 |
1.300 |
| 6M High / 6M Low: |
1.870 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.055 |
| Avg. volume 6M: |
|
212.110 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.95% |
| Volatility 6M: |
|
128.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
