BVT Call 280 GD 20.09.2024/  DE000VD2QH30  /

EUWAX
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:   -