BVT Put 1080 TDG 20.09.2024
/ DE000VM8Z323
BVT Put 1080 TDG 20.09.2024/ DE000VM8Z323 /
2024-09-04 7:53:04 PM |
Chg.0.000 |
Bid7:53:04 PM |
Ask7:53:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 53,000 |
0.036 Ask Size: 53,000 |
Transdigm Group Inco... |
1,080.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM8Z32 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,080.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-24 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-335.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.20 |
Parity: |
-2.29 |
Time value: |
0.04 |
Break-even: |
973.90 |
Moneyness: |
0.81 |
Premium: |
0.19 |
Premium p.a.: |
54.46 |
Spread abs.: |
0.04 |
Spread %: |
3,500.00% |
Delta: |
-0.05 |
Theta: |
-0.52 |
Omega: |
-16.88 |
Rho: |
-0.03 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-99.57% |
3 Months |
|
|
-98.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.260 |
0.001 |
6M High / 6M Low: |
0.600 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.196 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
517.32% |
Volatility 6M: |
|
405.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |