BVT Call 310 GD 20.12.2024
/ DE000VD3PP30
BVT Call 310 GD 20.12.2024/ DE000VD3PP30 /
| 9/24/2024 10:23:20 AM |
Chg.-0.010 |
Bid12:40:07 PM |
Ask12:40:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-0.91% |
1.050
Bid Size: 4,000 |
1.120
Ask Size: 4,000 |
General Dynamics Cor... |
310.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3PP3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 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: |
24.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-0.17 |
| Time value: |
1.11 |
| Break-even: |
290.10 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.53 |
| Theta: |
-0.07 |
| Omega: |
13.17 |
| Rho: |
0.32 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.090 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.10% |
| 1 Month |
|
|
+87.93% |
| 3 Months |
|
|
-9.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.970 |
| 1M High / 1M Low: |
1.180 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
