BVT Call 1420 TDG 21.06.2024
/ DE000VD5N8T7
BVT Call 1420 TDG 21.06.2024/ DE000VD5N8T7 /
| 2024-06-07 8:14:34 AM |
Chg.-0.059 |
Bid6:37:40 PM |
Ask6:37:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-58.42% |
0.005
Bid Size: 51,000 |
0.049
Ask Size: 51,000 |
Transdigm Group Inco... |
1,420.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD5N8T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,420.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
140.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-0.78 |
| Time value: |
0.09 |
| Break-even: |
1,312.43 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
4.99 |
| Spread abs.: |
0.04 |
| Spread %: |
97.73% |
| Delta: |
0.19 |
| Theta: |
-0.84 |
| Omega: |
27.47 |
| Rho: |
0.09 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.101 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.83% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.101 |
0.020 |
| 1M High / 1M Low: |
0.115 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,459.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
