BVT Put 1300 TDG 20.12.2024/  DE000VC64UT1  /

Frankfurt Zert./VONT
2024-11-12  8:00:40 PM Chg.+0.061 Bid8:08:18 PM Ask8:08:18 PM Underlying Strike price Expiration date Option type
0.240EUR +34.08% 0.240
Bid Size: 51,000
0.290
Ask Size: 51,000
Transdigm Group Inco... 1,300.00 USD 2024-12-20 Put
 

Master data

WKN: VC64UT
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Put
Strike price: 1,300.00 USD
Maturity: 2024-12-20
Issue date: 2024-11-04
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -55.57
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.70
Time value: 0.23
Break-even: 1,195.96
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.96
Spread abs.: 0.05
Spread %: 24.73%
Delta: -0.27
Theta: -0.55
Omega: -14.89
Rho: -0.38
 

Quote data

Open: 0.192
High: 0.240
Low: 0.192
Previous Close: 0.179
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -52.94%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.179
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -