BVT Call 300 GD 20.12.2024
/ DE000VD3PP89
BVT Call 300 GD 20.12.2024/ DE000VD3PP89 /
| 2024-07-05 1:50:23 PM |
Chg.-0.050 |
Bid4:21:33 PM |
Ask4:21:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-5.56% |
0.780
Bid Size: 16,000 |
0.810
Ask Size: 16,000 |
General Dynamics Cor... |
300.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3PP8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-1.40 |
| Time value: |
0.96 |
| Break-even: |
287.11 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
6.67% |
| Delta: |
0.42 |
| Theta: |
-0.05 |
| Omega: |
11.48 |
| Rho: |
0.46 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.850 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.72% |
| 1 Month |
|
|
-50.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.870 |
| 1M High / 1M Low: |
1.840 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
