BVT Put 340 TT 20.12.2024
/ DE000VD5XFT9
BVT Put 340 TT 20.12.2024/ DE000VD5XFT9 /
| 2024-07-25 10:23:53 AM |
Chg.+0.190 |
Bid11:52:53 AM |
Ask11:52:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
+8.15% |
2.580
Bid Size: 4,000 |
2.720
Ask Size: 4,000 |
Trane Technologies p... |
340.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VD5XFT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.66 |
| Time value: |
1.86 |
| Break-even: |
288.51 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
-0.47 |
| Theta: |
-0.06 |
| Omega: |
-5.78 |
| Rho: |
-0.69 |
Quote data
| Open: |
2.520 |
| High: |
2.520 |
| Low: |
2.520 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.620 |
1.890 |
| 1M High / 1M Low: |
2.910 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
