BVT Call 420 LMT 20.09.2024
/ DE000VM9EMZ3
BVT Call 420 LMT 20.09.2024/ DE000VM9EMZ3 /
| 2024-09-04 3:49:56 PM |
Chg.+0.96 |
Bid7:03:41 PM |
Ask7:03:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.09EUR |
+7.31% |
14.03
Bid Size: 7,000 |
14.09
Ask Size: 7,000 |
Lockheed Martin Corp |
420.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM9EMZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.38 |
| Intrinsic value: |
13.32 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.15 |
| Parity: |
13.32 |
| Time value: |
0.17 |
| Break-even: |
515.04 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
0.45% |
| Delta: |
0.97 |
| Theta: |
-0.22 |
| Omega: |
3.69 |
| Rho: |
0.16 |
Quote data
| Open: |
13.22 |
| High: |
14.09 |
| Low: |
13.22 |
| Previous Close: |
13.13 |
| Turnover: |
535.42 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.38% |
| 1 Month |
|
|
+17.03% |
| 3 Months |
|
|
+174.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.68 |
12.65 |
| 1M High / 1M Low: |
13.68 |
11.61 |
| 6M High / 6M Low: |
13.68 |
2.87 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.19% |
| Volatility 6M: |
|
119.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
