BVT Put 96 TJX 20.09.2024
/ DE000VM8KGD1
BVT Put 96 TJX 20.09.2024/ DE000VM8KGD1 /
2024-08-16 8:39:05 AM |
Chg.-0.027 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-47.37% |
- Bid Size: - |
- Ask Size: - |
TJX Companies Inc |
96.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM8KGD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
96.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-17 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-241.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.14 |
Parity: |
-1.41 |
Time value: |
0.04 |
Break-even: |
87.07 |
Moneyness: |
0.86 |
Premium: |
0.14 |
Premium p.a.: |
3.03 |
Spread abs.: |
0.01 |
Spread %: |
35.48% |
Delta: |
-0.08 |
Theta: |
-0.02 |
Omega: |
-18.87 |
Rho: |
-0.01 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-62.50% |
1 Month |
|
|
+3.45% |
3 Months |
|
|
-90.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.051 |
1M High / 1M Low: |
0.112 |
0.021 |
6M High / 6M Low: |
0.630 |
0.021 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.049 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.245 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
490.02% |
Volatility 6M: |
|
263.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |