BVT Put 1040 TDG 20.12.2024
/ DE000VD3R777
BVT Put 1040 TDG 20.12.2024/ DE000VD3R777 /
| 7/29/2024 8:43:59 AM |
Chg.0.000 |
Bid9:10:13 AM |
Ask9:10:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.270
Bid Size: 14,000 |
0.310
Ask Size: 14,000 |
Transdigm Group Inco... |
1,040.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3R77 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,040.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.98 |
| Time value: |
0.31 |
| Break-even: |
1,009.00 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
-0.24 |
| Theta: |
-0.18 |
| Omega: |
-8.98 |
| Rho: |
-1.24 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
+34.33% |
| 3 Months |
|
|
-28.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.179 |
| 1M High / 1M Low: |
0.270 |
0.054 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,050.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
