BVT Call 280 GD 20.12.2024
/ DE000VD4BC22
BVT Call 280 GD 20.12.2024/ DE000VD4BC22 /
| 11/8/2024 8:56:53 AM |
Chg.- |
Bid8:26:24 AM |
Ask8:26:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.68EUR |
- |
2.98
Bid Size: 2,000 |
3.13
Ask Size: 2,000 |
General Dynamics Cor... |
280.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
2.75 |
| Time value: |
0.26 |
| Break-even: |
291.35 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.01% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
8.41 |
| Rho: |
0.25 |
Quote data
| Open: |
2.68 |
| High: |
2.68 |
| Low: |
2.68 |
| Previous Close: |
2.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.73% |
| 1 Month |
|
|
+26.42% |
| 3 Months |
|
|
+14.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
1.71 |
| 1M High / 1M Low: |
3.06 |
1.71 |
| 6M High / 6M Low: |
3.26 |
1.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.50% |
| Volatility 6M: |
|
156.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
