BVT Call 330 GD 20.06.2025
/ DE000VD9NTJ4
BVT Call 330 GD 20.06.2025/ DE000VD9NTJ4 /
16/08/2024 20:04:23 |
Chg.-0.020 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
-1.80% |
- Bid Size: - |
- Ask Size: - |
General Dynamics Cor... |
330.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
VD9NTJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
General Dynamics Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
10/07/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
-3.03 |
Time value: |
1.14 |
Break-even: |
310.65 |
Moneyness: |
0.90 |
Premium: |
0.16 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
2.70% |
Delta: |
0.37 |
Theta: |
-0.04 |
Omega: |
8.76 |
Rho: |
0.74 |
Quote data
Open: |
1.120 |
High: |
1.120 |
Low: |
1.080 |
Previous Close: |
1.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.68% |
1 Month |
|
|
+5.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
1.010 |
1M High / 1M Low: |
1.180 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |