BVT Call 105 TJX 21.06.2024
/ DE000VM457C8
BVT Call 105 TJX 21.06.2024/ DE000VM457C8 /
| 2024-06-07 8:18:08 AM |
Chg.-0.060 |
Bid5:11:22 PM |
Ask5:11:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-18.18% |
0.340
Bid Size: 72,000 |
0.350
Ask Size: 72,000 |
TJX Companies Inc |
105.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-06-21 |
| 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: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+203.37% |
| 1 Month |
|
|
+302.99% |
| 3 Months |
|
|
+88.81% |
| YTD |
|
|
+73.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.089 |
| 1M High / 1M Low: |
0.330 |
0.028 |
| 6M High / 6M Low: |
0.350 |
0.028 |
| High (YTD): |
2024-02-28 |
0.350 |
| Low (YTD): |
2024-05-30 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
859.97% |
| Volatility 6M: |
|
439.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
