BVT Put 1080 TDG 20.09.2024
/ DE000VM8Z323
BVT Put 1080 TDG 20.09.2024/ DE000VM8Z323 /
7/29/2024 8:56:47 AM |
Chg.-0.021 |
Bid2:42:29 PM |
Ask2:42:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.126EUR |
-14.29% |
0.124 Bid Size: 22,000 |
0.165 Ask Size: 22,000 |
Transdigm Group Inco... |
1,080.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/24/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-66.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.20 |
Parity: |
-1.43 |
Time value: |
0.17 |
Break-even: |
977.93 |
Moneyness: |
0.87 |
Premium: |
0.14 |
Premium p.a.: |
1.47 |
Spread abs.: |
0.04 |
Spread %: |
30.30% |
Delta: |
-0.17 |
Theta: |
-0.40 |
Omega: |
-11.09 |
Rho: |
-0.30 |
Quote data
Open: |
0.126 |
High: |
0.126 |
Low: |
0.126 |
Previous Close: |
0.147 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.08% |
1 Month |
|
|
+21.15% |
3 Months |
|
|
-56.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.147 |
0.050 |
1M High / 1M Low: |
0.147 |
0.050 |
6M High / 6M Low: |
0.830 |
0.045 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.315 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
569.84% |
Volatility 6M: |
|
294.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |