BVT Put 320 TT 20.12.2024
/ DE000VD5J2E8
BVT Put 320 TT 20.12.2024/ DE000VD5J2E8 /
| 9/13/2024 8:53:00 AM |
Chg.-0.070 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
Trane Technologies p... |
320.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
VD5J2E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/6/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-3.58 |
| Time value: |
0.79 |
| Break-even: |
280.93 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
3.95% |
| Delta: |
-0.22 |
| Theta: |
-0.08 |
| Omega: |
-8.86 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.86% |
| 1 Month |
|
|
-49.34% |
| 3 Months |
|
|
-51.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.840 |
| 1M High / 1M Low: |
1.520 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
