BVT Call 290 GD 20.12.2024
/ DE000VD3R090
BVT Call 290 GD 20.12.2024/ DE000VD3R090 /
29/07/2024 19:55:14 |
Chg.-0.080 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
1.500EUR |
-5.06% |
- Bid Size: - |
- Ask Size: - |
General Dynamics Cor... |
290.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3R09 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
General Dynamics Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
0.04 |
Time value: |
1.52 |
Break-even: |
282.81 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
1.96% |
Delta: |
0.57 |
Theta: |
-0.06 |
Omega: |
9.84 |
Rho: |
0.54 |
Quote data
Open: |
1.520 |
High: |
1.550 |
Low: |
1.500 |
Previous Close: |
1.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.32% |
1 Month |
|
|
-9.64% |
3 Months |
|
|
-22.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.840 |
1.140 |
1M High / 1M Low: |
1.840 |
1.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.419 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
303.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |