BVT Put 240 TT 20.12.2024
/ DE000VD48FC9
BVT Put 240 TT 20.12.2024/ DE000VD48FC9 /
| 2024-07-25 10:15:34 AM |
Chg.+0.033 |
Bid11:21:07 AM |
Ask11:21:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.211EUR |
+18.54% |
0.212
Bid Size: 10,000 |
0.235
Ask Size: 10,000 |
Trane Technologies p... |
240.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VD48FC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-132.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-8.57 |
| Time value: |
0.23 |
| Break-even: |
219.13 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.02 |
| Spread %: |
11.59% |
| Delta: |
-0.06 |
| Theta: |
-0.03 |
| Omega: |
-8.52 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.211 |
| High: |
0.211 |
| Low: |
0.211 |
| Previous Close: |
0.178 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.44% |
| 1 Month |
|
|
-2.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.125 |
| 1M High / 1M Low: |
0.260 |
0.125 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
