BVT Put 340 TT 20.06.2025
/ DE000VD9GC14
BVT Put 340 TT 20.06.2025/ DE000VD9GC14 /
| 2024-08-08 7:45:51 PM |
Chg.-0.140 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.590EUR |
-3.75% |
-
Bid Size: - |
-
Ask Size: - |
Trane Technologies p... |
340.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
VD9GC1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
1.51 |
| Time value: |
2.32 |
| Break-even: |
272.84 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.79% |
| Delta: |
-0.47 |
| Theta: |
-0.04 |
| Omega: |
-3.60 |
| Rho: |
-1.53 |
Quote data
| Open: |
3.830 |
| High: |
3.860 |
| Low: |
3.530 |
| Previous Close: |
3.730 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.58% |
| 1 Month |
|
|
+18.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.200 |
3.590 |
| 1M High / 1M Low: |
4.200 |
2.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
