BVT Call 960 TDG 21.06.2024
/ DE000VM579K2
BVT Call 960 TDG 21.06.2024/ DE000VM579K2 /
| 31/05/2024 20:05:20 |
Chg.+0.100 |
Bid21:59:23 |
Ask21:59:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.440EUR |
+2.99% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
960.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM579K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
960.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.19 |
| Parity: |
3.53 |
| Time value: |
0.08 |
| Break-even: |
1,245.91 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
1.40% |
| Delta: |
0.95 |
| Theta: |
-0.76 |
| Omega: |
3.26 |
| Rho: |
0.45 |
Quote data
| Open: |
3.320 |
| High: |
3.440 |
| Low: |
3.310 |
| Previous Close: |
3.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.64% |
| 1 Month |
|
|
+14.67% |
| 3 Months |
|
|
+48.28% |
| YTD |
|
|
+199.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.620 |
3.340 |
| 1M High / 1M Low: |
3.620 |
2.930 |
| 6M High / 6M Low: |
3.620 |
0.810 |
| High (YTD): |
27/05/2024 |
3.620 |
| Low (YTD): |
08/01/2024 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.162 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.75% |
| Volatility 6M: |
|
80.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
