BVT Call 280 GD 20.09.2024
/ DE000VD2QH30
BVT Call 280 GD 20.09.2024/ DE000VD2QH30 /
| 2024-07-30 8:54:20 AM |
Chg.+0.02 |
Bid6:40:29 PM |
Ask6:40:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+1.43% |
1.59
Bid Size: 10,000 |
1.62
Ask Size: 10,000 |
General Dynamics Cor... |
280.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD2QH3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.88 |
| Time value: |
0.57 |
| Break-even: |
273.30 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.11% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
12.85 |
| Rho: |
0.24 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.88% |
| 1 Month |
|
|
-22.83% |
| 3 Months |
|
|
-26.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.11 |
| 1M High / 1M Low: |
1.99 |
0.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
