BVT Call 420 LMT 20.09.2024
/ DE000VM9EMZ3
BVT Call 420 LMT 20.09.2024/ DE000VM9EMZ3 /
04/09/2024 15:49:56 |
Chg.+0.96 |
Bid21:08:55 |
Ask21:08:55 |
Underlying |
Strike price |
Expiration date |
Option type |
14.09EUR |
+7.31% |
14.02 Bid Size: 7,000 |
14.08 Ask Size: 7,000 |
Lockheed Martin Corp |
420.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
20/09/2024 |
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: |
|
- |