BVT Call 280 GD 20.12.2024
/ DE000VD4BC22
BVT Call 280 GD 20.12.2024/ DE000VD4BC22 /
| 07/10/2024 20:01:14 |
Chg.-0.040 |
Bid20:11:05 |
Ask20:11:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
-1.75% |
2.250
Bid Size: 10,000 |
2.280
Ask Size: 10,000 |
General Dynamics Cor... |
280.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4BC2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
1.88 |
| Time value: |
0.59 |
| Break-even: |
279.93 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.78 |
| Theta: |
-0.08 |
| Omega: |
8.60 |
| Rho: |
0.38 |
Quote data
| Open: |
2.410 |
| High: |
2.430 |
| Low: |
2.250 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.75% |
| 1 Month |
|
|
+5.14% |
| 3 Months |
|
|
+35.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.290 |
| 1M High / 1M Low: |
3.090 |
2.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
