BVT Put 920 TDG 20.06.2025
/ DE000VC0UWN5
BVT Put 920 TDG 20.06.2025/ DE000VC0UWN5 /
7/26/2024 7:51:14 PM |
Chg.- |
Bid9:10:18 AM |
Ask9:10:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
- |
0.300 Bid Size: 14,000 |
0.340 Ask Size: 14,000 |
Transdigm Group Inco... |
920.00 - |
6/20/2025 |
Put |
Master data
WKN: |
VC0UWN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
920.00 - |
Maturity: |
6/20/2025 |
Issue date: |
7/26/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-32.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
-2.18 |
Time value: |
0.35 |
Break-even: |
885.00 |
Moneyness: |
0.81 |
Premium: |
0.22 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
12.90% |
Delta: |
-0.17 |
Theta: |
-0.11 |
Omega: |
-5.43 |
Rho: |
-2.02 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.290 |
Previous Close: |
- |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
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- |
1 Month |
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- |
3 Months |
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- |
YTD |
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- |
1 Year |
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- |
3 Years |
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- |
5 Years |
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- |
10 Years |
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- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
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- |
Avg. volume 1W: |
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- |
Avg. price 1M: |
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- |
Avg. volume 1M: |
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- |
Avg. price 6M: |
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- |
Avg. volume 6M: |
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- |
Avg. price 1Y: |
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- |
Avg. volume 1Y: |
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- |
Volatility 1M: |
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- |
Volatility 6M: |
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- |
Volatility 1Y: |
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- |
Volatility 3Y: |
|
- |