BVT Call 300 GD 20.12.2024
/ DE000VD3PP89
BVT Call 300 GD 20.12.2024/ DE000VD3PP89 /
| 2024-09-24 7:53:34 PM |
Chg.-0.220 |
Bid7:53:34 PM |
Ask7:53:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-13.41% |
1.420
Bid Size: 12,000 |
1.450
Ask Size: 12,000 |
General Dynamics Cor... |
300.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3PP8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
0.73 |
| Time value: |
0.92 |
| Break-even: |
286.50 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.85% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
10.95 |
| Rho: |
0.39 |
Quote data
| Open: |
1.630 |
| High: |
1.640 |
| Low: |
1.420 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.05% |
| 1 Month |
|
|
+56.04% |
| 3 Months |
|
|
-16.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.450 |
| 1M High / 1M Low: |
1.710 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
