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: |
|
- |
