BVT Call 85 RTX 21.06.2024
/ DE000VD0K6B7
BVT Call 85 RTX 21.06.2024/ DE000VD0K6B7 /
| 5/31/2024 7:50:58 PM |
Chg.+0.110 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
+5.67% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
85.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VD0K6B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.20 |
| Parity: |
2.10 |
| Time value: |
0.06 |
| Break-even: |
99.95 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
4.34 |
| Rho: |
0.04 |
Quote data
| Open: |
1.960 |
| High: |
2.050 |
| Low: |
1.960 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.49% |
| 1 Month |
|
|
+26.54% |
| 3 Months |
|
|
+188.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.900 |
| 1M High / 1M Low: |
2.050 |
1.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
