BVT Call 280 GD 17.01.2025
/ DE000VD2QKW4
BVT Call 280 GD 17.01.2025/ DE000VD2QKW4 /
| 2024-08-29 8:54:38 AM |
Chg.+0.49 |
Bid5:18:10 PM |
Ask5:18:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
+24.02% |
2.64
Bid Size: 10,000 |
2.67
Ask Size: 10,000 |
General Dynamics Cor... |
280.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD2QKW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
1.50 |
| Time value: |
1.03 |
| Break-even: |
277.00 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
7.60 |
| Rho: |
0.64 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.75% |
| 1 Month |
|
|
+14.48% |
| 3 Months |
|
|
-18.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.04 |
| 1M High / 1M Low: |
2.90 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
