BVT Call 980 TDG 20.09.2024
/ DE000VM72767
BVT Call 980 TDG 20.09.2024/ DE000VM72767 /
8/16/2024 5:01:09 PM |
Chg.-0.010 |
Bid7:46:19 PM |
Ask7:46:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.690EUR |
-0.37% |
2.750 Bid Size: 28,000 |
2.800 Ask Size: 28,000 |
Transdigm Group Inco... |
980.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM7276 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
980.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.70 |
Intrinsic value: |
2.66 |
Implied volatility: |
0.60 |
Historic volatility: |
0.20 |
Parity: |
2.66 |
Time value: |
0.10 |
Break-even: |
1,169.15 |
Moneyness: |
1.30 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
1.85% |
Delta: |
0.94 |
Theta: |
-0.47 |
Omega: |
3.93 |
Rho: |
0.78 |
Quote data
Open: |
2.720 |
High: |
2.720 |
Low: |
2.690 |
Previous Close: |
2.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.47% |
1 Month |
|
|
-4.27% |
3 Months |
|
|
-13.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.700 |
2.360 |
1M High / 1M Low: |
2.970 |
2.210 |
6M High / 6M Low: |
3.680 |
2.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.494 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.566 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.835 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.68% |
Volatility 6M: |
|
89.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |