BVT Put 1200 TDG 20.12.2024
/ DE000VD3R751
BVT Put 1200 TDG 20.12.2024/ DE000VD3R751 /
| 26/07/2024 08:45:12 |
Chg.+0.070 |
Bid22:00:00 |
Ask22:00:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,200.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3R75 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,200.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.20 |
| Parity: |
0.62 |
| Time value: |
0.10 |
| Break-even: |
1,128.00 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
5.88% |
| Delta: |
-0.63 |
| Theta: |
-0.07 |
| Omega: |
-10.03 |
| Rho: |
-3.18 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.90% |
| 1 Month |
|
|
+29.63% |
| 3 Months |
|
|
-11.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.510 |
| 1M High / 1M Low: |
0.700 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
