BVT Call 105 TJX 21.06.2024
/ DE000VM457C8
BVT Call 105 TJX 21.06.2024/ DE000VM457C8 /
| 6/7/2024 5:03:50 PM |
Chg.+0.080 |
Bid6:25:12 PM |
Ask6:25:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+29.63% |
0.360
Bid Size: 72,000 |
0.380
Ask Size: 72,000 |
TJX Companies Inc |
105.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM457C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.18 |
| Time value: |
0.10 |
| Break-even: |
99.20 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
23.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.350 |
| Low: |
0.240 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+332.10% |
| 1 Month |
|
|
+366.67% |
| 3 Months |
|
|
+167.18% |
| YTD |
|
|
+125.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.081 |
| 1M High / 1M Low: |
0.300 |
0.039 |
| 6M High / 6M Low: |
0.330 |
0.035 |
| High (YTD): |
2/28/2024 |
0.330 |
| Low (YTD): |
4/30/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
743.25% |
| Volatility 6M: |
|
386.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
