BVT Call 300 GD 20.12.2024
/ DE000VD3PP89
BVT Call 300 GD 20.12.2024/ DE000VD3PP89 /
| 9/23/2024 1:52:55 PM |
Chg.+0.030 |
Bid2:21:48 PM |
Ask2:21:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
+1.90% |
1.610
Bid Size: 5,000 |
1.660
Ask Size: 5,000 |
General Dynamics Cor... |
300.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
0.62 |
| Time value: |
0.98 |
| Break-even: |
284.84 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.91% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
10.92 |
| Rho: |
0.38 |
Quote data
| Open: |
1.590 |
| High: |
1.610 |
| Low: |
1.590 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.85% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
-6.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
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: |
|
1.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
