BVT Call 350 GD 20.12.2024
/ DE000VD3PP63
BVT Call 350 GD 20.12.2024/ DE000VD3PP63 /
| 7/29/2024 1:54:35 PM |
Chg.-0.003 |
Bid4:12:01 PM |
Ask4:12:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.116EUR |
-2.52% |
0.103
Bid Size: 16,000 |
0.130
Ask Size: 16,000 |
General Dynamics Cor... |
350.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3PP6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 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: |
188.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-5.49 |
| Time value: |
0.14 |
| Break-even: |
323.92 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.03 |
| Spread %: |
23.48% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
17.89 |
| Rho: |
0.09 |
Quote data
| Open: |
0.113 |
| High: |
0.116 |
| Low: |
0.113 |
| Previous Close: |
0.119 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-58.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.163 |
0.068 |
| 1M High / 1M Low: |
0.163 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
629.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
