BVT Call 290 GD 21.03.2025
/ DE000VD9GP01
BVT Call 290 GD 21.03.2025/ DE000VD9GP01 /
2024-08-16 8:55:04 AM |
Chg.+0.10 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.41EUR |
+4.33% |
- Bid Size: - |
- Ask Size: - |
General Dynamics Cor... |
290.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
VD9GP0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
General Dynamics Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-07-08 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.90 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
0.54 |
Time value: |
1.89 |
Break-even: |
288.60 |
Moneyness: |
1.02 |
Premium: |
0.07 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
1.25% |
Delta: |
0.63 |
Theta: |
-0.06 |
Omega: |
6.97 |
Rho: |
0.86 |
Quote data
Open: |
2.41 |
High: |
2.41 |
Low: |
2.41 |
Previous Close: |
2.31 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.88% |
1 Month |
|
|
+15.87% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.41 |
2.20 |
1M High / 1M Low: |
2.58 |
1.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
189.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |