BVT Call 290 GD 21.03.2025
/ DE000VD9GP01
BVT Call 290 GD 21.03.2025/ DE000VD9GP01 /
| 9/27/2024 8:41:49 AM |
Chg.-0.01 |
Bid1:35:49 PM |
Ask1:35:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-0.43% |
2.27
Bid Size: 5,000 |
2.32
Ask Size: 5,000 |
General Dynamics Cor... |
290.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.94 |
| Time value: |
1.40 |
| Break-even: |
282.86 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.30% |
| Delta: |
0.66 |
| Theta: |
-0.06 |
| Omega: |
7.61 |
| Rho: |
0.74 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.21% |
| 1 Month |
|
|
+23.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.31 |
| 1M High / 1M Low: |
2.89 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
