BVT Call 95 RTX 21.06.2024
/ DE000VD0K588
BVT Call 95 RTX 21.06.2024/ DE000VD0K588 /
| 2024-06-17 8:16:29 AM |
Chg.-0.070 |
Bid6:55:57 PM |
Ask6:55:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-7.29% |
0.880
Bid Size: 23,000 |
0.890
Ask Size: 23,000 |
RTX Corporation |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0K58 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.20 |
| Parity: |
0.86 |
| Time value: |
0.04 |
| Break-even: |
97.76 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.90 |
| Theta: |
-0.16 |
| Omega: |
9.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.80% |
| 1 Month |
|
|
-4.30% |
| 3 Months |
|
|
+229.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.960 |
| 1M High / 1M Low: |
1.270 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
