BVT Call 360 GD 17.01.2025
/ DE000VD24VK0
BVT Call 360 GD 17.01.2025/ DE000VD24VK0 /
| 5/22/2024 1:50:34 PM |
Chg.-0.030 |
Bid4:35:27 PM |
Ask4:35:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-10.71% |
0.270
Bid Size: 15,000 |
0.300
Ask Size: 15,000 |
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: |
94.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-5.80 |
| Time value: |
0.29 |
| Break-even: |
334.57 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
13.90 |
| Rho: |
0.25 |
Quote data
| Open: |
0.240 |
| High: |
0.250 |
| Low: |
0.240 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
-43.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.230 |
| 1M High / 1M Low: |
0.440 |
0.214 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
