BVT Call 1020 TDG 21.06.2024
/ DE000VM579H8
BVT Call 1020 TDG 21.06.2024/ DE000VM579H8 /
| 2024-05-31 7:50:34 PM |
Chg.+0.100 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.880EUR |
+3.60% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,020.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM579H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,020.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.19 |
| Parity: |
2.98 |
| Time value: |
0.08 |
| Break-even: |
1,246.22 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
1.66% |
| Delta: |
0.94 |
| Theta: |
-0.76 |
| Omega: |
3.81 |
| Rho: |
0.47 |
Quote data
| Open: |
2.810 |
| High: |
2.880 |
| Low: |
2.730 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.32% |
| 1 Month |
|
|
+24.68% |
| 3 Months |
|
|
+56.52% |
| YTD |
|
|
+255.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
2.780 |
| 1M High / 1M Low: |
3.070 |
2.410 |
| 6M High / 6M Low: |
3.070 |
0.520 |
| High (YTD): |
2024-05-27 |
3.070 |
| Low (YTD): |
2024-01-03 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.699 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.97% |
| Volatility 6M: |
|
94.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
