BVT Put 100 TJX 20.12.2024
/ DE000VD5XFA9
BVT Put 100 TJX 20.12.2024/ DE000VD5XFA9 /
| 27/09/2024 08:42:12 |
Chg.+0.004 |
Bid12:21:20 |
Ask12:21:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+8.33% |
0.051
Bid Size: 49,000 |
0.061
Ask Size: 49,000 |
TJX COS INC. ... |
100.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD5XFA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX COS INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-173.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.15 |
| Parity: |
-0.56 |
| Time value: |
0.06 |
| Break-even: |
99.39 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-28.02 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.96% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-73.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.048 |
| 1M High / 1M Low: |
0.093 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
