BVT Call 310 GD 20.12.2024
/ DE000VD3PP30
BVT Call 310 GD 20.12.2024/ DE000VD3PP30 /
8/30/2024 7:53:22 PM |
Chg.-0.150 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-17.86% |
- Bid Size: - |
- Ask Size: - |
General Dynamics Cor... |
310.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD3PP3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
General Dynamics Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
310.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/9/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.16 |
Parity: |
-0.96 |
Time value: |
0.86 |
Break-even: |
289.21 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
3.61% |
Delta: |
0.43 |
Theta: |
-0.06 |
Omega: |
13.59 |
Rho: |
0.33 |
Quote data
Open: |
0.780 |
High: |
0.820 |
Low: |
0.690 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.97% |
1 Month |
|
|
-17.86% |
3 Months |
|
|
-42.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.540 |
1M High / 1M Low: |
0.870 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.662 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.739 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |