BVT Call 440 NOC 20.09.2024
/ DE000VM87QA9
BVT Call 440 NOC 20.09.2024/ DE000VM87QA9 /
| 2024-06-05 5:05:45 PM |
Chg.-0.038 |
Bid6:22:00 PM |
Ask6:22:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.212EUR |
-15.20% |
0.212
Bid Size: 75,000 |
0.222
Ask Size: 75,000 |
Northrop Grumman Cor... |
440.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM87QA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.08 |
| Time value: |
0.18 |
| Break-even: |
430.35 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.62 |
| Theta: |
-0.11 |
| Omega: |
9.84 |
| Rho: |
0.67 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.212 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.48% |
| 1 Month |
|
|
-49.52% |
| 3 Months |
|
|
-53.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.480 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
