BVT Call 380 GD 17.01.2025/  DE000VD3MDN5  /

EUWAX
6/14/2024  8:32:05 AM Chg.-0.009 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
0.083EUR -9.78% -
Bid Size: -
-
Ask Size: -
General Dynamics Cor... 380.00 USD 1/17/2025 Call
 

Master data

WKN: VD3MDN
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: General Dynamics Corporation
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 1/17/2025
Issue date: 4/9/2024
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 340.71
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -8.24
Time value: 0.08
Break-even: 355.78
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 53.85%
Delta: 0.05
Theta: -0.01
Omega: 17.57
Rho: 0.08
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.092
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.83%
1 Month
  -31.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.137 0.083
1M High / 1M Low: 0.161 0.083
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -