BVT Put 960 TDG 20.09.2024/  DE000VM7N701  /

EUWAX
2024-07-05  8:49:20 AM Chg.0.000 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
Transdigm Group Inco... 960.00 USD 2024-09-20 Put
 

Master data

WKN: VM7N70
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Put
Strike price: 960.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -255.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -2.90
Time value: 0.05
Break-even: 881.05
Moneyness: 0.75
Premium: 0.25
Premium p.a.: 1.93
Spread abs.: 0.04
Spread %: 1,050.00%
Delta: -0.05
Theta: -0.14
Omega: -12.17
Rho: -0.13
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -99.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.001
1M High / 1M Low: 0.017 0.001
6M High / 6M Low: 0.670 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,869.68%
Volatility 6M:   2,168.53%
Volatility 1Y:   -
Volatility 3Y:   -