BVT Call 280 GD 20.12.2024
/ DE000VD4BC22
BVT Call 280 GD 20.12.2024/ DE000VD4BC22 /
| 2024-05-24 8:06:39 PM |
Chg.+0.210 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.060EUR |
+7.37% |
-
Bid Size: - |
-
Ask Size: - |
General Dynamics Cor... |
280.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4BC2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
1.81 |
| Time value: |
1.30 |
| Break-even: |
289.23 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.97% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
6.58 |
| Rho: |
0.99 |
Quote data
| Open: |
2.930 |
| High: |
3.060 |
| Low: |
2.900 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+30.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
2.850 |
| 1M High / 1M Low: |
3.120 |
2.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
