BVT Call 480 NOC 20.09.2024
/ DE000VM7NKT5
BVT Call 480 NOC 20.09.2024/ DE000VM7NKT5 /
| 05/06/2024 08:49:40 |
Chg.0.000 |
Bid16:25:13 |
Ask16:25:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
0.00% |
0.067
Bid Size: 100,000 |
0.077
Ask Size: 100,000 |
Northrop Grumman Cor... |
480.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NKT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.29 |
| Time value: |
0.09 |
| Break-even: |
450.31 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
0.32 |
| Theta: |
-0.09 |
| Omega: |
14.52 |
| Rho: |
0.36 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.082 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.07% |
| 1 Month |
|
|
-65.83% |
| 3 Months |
|
|
-63.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.077 |
| 1M High / 1M Low: |
0.216 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
