BVT Call 56 TTD 21.06.2024
/ DE000VM5ALK3
BVT Call 56 TTD 21.06.2024/ DE000VM5ALK3 /
| 2024-06-20 10:34:32 AM |
Chg.+0.030 |
Bid11:31:48 AM |
Ask11:31:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.090EUR |
+0.74% |
4.080
Bid Size: 12,000 |
4.130
Ask Size: 12,000 |
The Trade Desk Inc |
56.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5ALK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
The Trade Desk Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
4.02 |
| Implied volatility: |
7.67 |
| Historic volatility: |
0.42 |
| Parity: |
4.02 |
| Time value: |
0.10 |
| Break-even: |
93.31 |
| Moneyness: |
1.77 |
| Premium: |
0.01 |
| Premium p.a.: |
41.97 |
| Spread abs.: |
0.06 |
| Spread %: |
1.48% |
| Delta: |
0.95 |
| Theta: |
-1.98 |
| Omega: |
2.13 |
| Rho: |
0.00 |
Quote data
| Open: |
4.090 |
| High: |
4.090 |
| Low: |
4.090 |
| Previous Close: |
4.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.44% |
| 1 Month |
|
|
+8.78% |
| 3 Months |
|
|
+57.31% |
| YTD |
|
|
+98.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.060 |
3.670 |
| 1M High / 1M Low: |
4.060 |
3.330 |
| 6M High / 6M Low: |
4.060 |
1.250 |
| High (YTD): |
2024-06-19 |
4.060 |
| Low (YTD): |
2024-01-17 |
1.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.619 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.76% |
| Volatility 6M: |
|
123.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
