BVT Put 110 TJX 20.12.2024
/ DE000VD7FMU6
BVT Put 110 TJX 20.12.2024/ DE000VD7FMU6 /
10/18/2024 8:51:51 AM |
Chg.+0.023 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.177EUR |
+14.94% |
- Bid Size: - |
- Ask Size: - |
TJX COS INC. ... |
110.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD7FMU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
TJX COS INC. DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
12/20/2024 |
Issue date: |
6/6/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-61.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.06 |
Historic volatility: |
0.16 |
Parity: |
0.17 |
Time value: |
0.01 |
Break-even: |
108.23 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
5.99% |
Delta: |
-0.65 |
Theta: |
0.00 |
Omega: |
-39.49 |
Rho: |
-0.12 |
Quote data
Open: |
0.177 |
High: |
0.177 |
Low: |
0.177 |
Previous Close: |
0.154 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.79% |
1 Month |
|
|
+15.69% |
3 Months |
|
|
-50.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.154 |
1M High / 1M Low: |
0.300 |
0.144 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |