BVT Put 96 TJX 20.12.2024
/ DE000VD3LMK4
BVT Put 96 TJX 20.12.2024/ DE000VD3LMK4 /
| 10/18/2024 7:41:23 PM |
Chg.+0.015 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
+71.43% |
-
Bid Size: - |
-
Ask Size: - |
TJX COS INC. ... |
96.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3LMK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX COS INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-240.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-1.23 |
| Time value: |
0.05 |
| Break-even: |
95.55 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
28.57% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-21.41 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.022 |
| High: |
0.036 |
| Low: |
0.022 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.41% |
| 1 Month |
|
|
+16.13% |
| 3 Months |
|
|
-67.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.021 |
| 1M High / 1M Low: |
0.066 |
0.021 |
| 6M High / 6M Low: |
0.630 |
0.021 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.01% |
| Volatility 6M: |
|
230.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
