BVT Call 1380 TDG 21.06.2024
/ DE000VD2RZ86
BVT Call 1380 TDG 21.06.2024/ DE000VD2RZ86 /
| 2024-05-31 8:56:02 AM |
Chg.+0.035 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.113EUR |
+44.87% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,380.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD2RZ8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,380.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-0.34 |
| Time value: |
0.21 |
| Break-even: |
1,293.17 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.04 |
| Spread %: |
26.35% |
| Delta: |
0.37 |
| Theta: |
-0.85 |
| Omega: |
21.82 |
| Rho: |
0.24 |
Quote data
| Open: |
0.113 |
| High: |
0.113 |
| Low: |
0.113 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.86% |
| 1 Month |
|
|
-46.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.187 |
0.078 |
| 1M High / 1M Low: |
0.300 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
469.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
