BVT Put 1120 TDG 20.12.2024
/ DE000VD3R702
BVT Put 1120 TDG 20.12.2024/ DE000VD3R702 /
2024-09-04 7:42:26 PM |
Chg.+0.003 |
Bid9:01:38 PM |
Ask9:01:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.164EUR |
+1.86% |
0.163 Bid Size: 53,000 |
0.206 Ask Size: 53,000 |
Transdigm Group Inco... |
1,120.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3R70 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,120.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-54.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
-0.86 |
Time value: |
0.22 |
Break-even: |
1,097.80 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.04 |
Spread %: |
24.02% |
Delta: |
-0.23 |
Theta: |
-0.19 |
Omega: |
-12.66 |
Rho: |
-0.89 |
Quote data
Open: |
0.181 |
High: |
0.181 |
Low: |
0.162 |
Previous Close: |
0.161 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.34% |
1 Month |
|
|
-72.20% |
3 Months |
|
|
-41.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.177 |
0.119 |
1M High / 1M Low: |
0.610 |
0.119 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
240.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |