BVT Call 360 GD 17.01.2025
/ DE000VD24VK0
BVT Call 360 GD 17.01.2025/ DE000VD24VK0 /
| 6/19/2024 1:51:10 PM |
Chg.+0.014 |
Bid2:43:57 PM |
Ask2:43:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+6.80% |
0.216
Bid Size: 10,000 |
0.244
Ask Size: 10,000 |
General Dynamics Cor... |
360.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VD24VK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/3/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
111.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
-5.77 |
| Time value: |
0.25 |
| Break-even: |
337.73 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
14.82 |
| Rho: |
0.20 |
Quote data
| Open: |
0.215 |
| High: |
0.220 |
| Low: |
0.215 |
| Previous Close: |
0.206 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.55% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.206 |
0.150 |
| 1M High / 1M Low: |
0.300 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
