BVT Call 98 TJX 20.09.2024
/ DE000VM72YF4
BVT Call 98 TJX 20.09.2024/ DE000VM72YF4 /
| 7/18/2024 8:47:43 AM |
Chg.-0.06 |
Bid9:11:07 AM |
Ask9:11:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-3.64% |
1.58
Bid Size: 20,000 |
1.65
Ask Size: 20,000 |
TJX Companies Inc |
98.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM72YF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.14 |
| Parity: |
1.56 |
| Time value: |
0.13 |
| Break-even: |
106.79 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
5.62 |
| Rho: |
0.14 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.30% |
| 1 Month |
|
|
+18.66% |
| 3 Months |
|
|
+329.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.51 |
| 1M High / 1M Low: |
1.65 |
1.30 |
| 6M High / 6M Low: |
1.65 |
0.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.80% |
| Volatility 6M: |
|
147.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
