BVT Call 290 GD 17.01.2025
/ DE000VD2QKV6
BVT Call 290 GD 17.01.2025/ DE000VD2QKV6 /
| 2024-09-24 8:53:45 AM |
Chg.+0.08 |
Bid3:29:26 PM |
Ask3:29:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+3.33% |
2.52
Bid Size: 400 |
2.64
Ask Size: 400 |
General Dynamics Cor... |
290.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD2QKV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
1.63 |
| Time value: |
0.87 |
| Break-even: |
286.00 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.21% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
8.16 |
| Rho: |
0.56 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
2.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
+42.53% |
| 3 Months |
|
|
+3.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
2.14 |
| 1M High / 1M Low: |
2.51 |
1.47 |
| 6M High / 6M Low: |
2.78 |
1.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.16% |
| Volatility 6M: |
|
166.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
