BVT Put 1240 TDG 20.09.2024
/ DE000VD2R0L0
BVT Put 1240 TDG 20.09.2024/ DE000VD2R0L0 /
2024-09-02 8:56:25 AM |
Chg.-0.030 |
Bid5:30:04 PM |
Ask5:30:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
-78.95% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,240.00 - |
2024-09-20 |
Put |
Master data
WKN: |
VD2R0L |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,240.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-25 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-243.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.20 |
Parity: |
-0.03 |
Time value: |
0.05 |
Break-even: |
1,234.90 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.04 |
Spread %: |
628.57% |
Delta: |
-0.38 |
Theta: |
-0.15 |
Omega: |
-93.15 |
Rho: |
-0.24 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.038 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-91.21% |
1 Month |
|
|
-98.33% |
3 Months |
|
|
-97.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.131 |
0.038 |
1M High / 1M Low: |
0.830 |
0.038 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.322 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
482.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |