BVT Put 260 TT 20.12.2024
/ DE000VD41HX6
BVT Put 260 TT 20.12.2024/ DE000VD41HX6 /
| 25/07/2024 16:54:36 |
Chg.+0.160 |
Bid18:29:06 |
Ask18:29:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+50.00% |
0.440
Bid Size: 21,000 |
0.470
Ask Size: 21,000 |
Trane Technologies p... |
260.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VD41HX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-76.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-6.72 |
| Time value: |
0.40 |
| Break-even: |
235.90 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
-0.11 |
| Theta: |
-0.04 |
| Omega: |
-8.15 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.380 |
| High: |
0.480 |
| Low: |
0.380 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.14% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.240 |
| 1M High / 1M Low: |
0.470 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
