BVT Call 460 NOC 20.09.2024
/ DE000VM7NK59
BVT Call 460 NOC 20.09.2024/ DE000VM7NK59 /
| 2024-06-05 5:04:25 PM |
Chg.-0.028 |
Bid5:25:55 PM |
Ask5:25:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
-19.05% |
0.121
Bid Size: 102,000 |
0.131
Ask Size: 102,000 |
Northrop Grumman Cor... |
460.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NK5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.11 |
| Time value: |
0.16 |
| Break-even: |
438.23 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
6.90% |
| Delta: |
0.47 |
| Theta: |
-0.10 |
| Omega: |
12.48 |
| Rho: |
0.52 |
Quote data
| Open: |
0.145 |
| High: |
0.147 |
| Low: |
0.119 |
| Previous Close: |
0.147 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-58.97% |
| 3 Months |
|
|
-65.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.161 |
0.143 |
| 1M High / 1M Low: |
0.340 |
0.143 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
