BVT Call 460 GS 20.09.2024
/ DE000VD02VH2
BVT Call 460 GS 20.09.2024/ DE000VD02VH2 /
| 2024-07-30 8:33:20 AM |
Chg.-0.74 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.71EUR |
-16.63% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
460.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD02VH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
3.02 |
| Time value: |
0.74 |
| Break-even: |
462.77 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
0.80 |
| Theta: |
-0.15 |
| Omega: |
9.64 |
| Rho: |
0.46 |
Quote data
| Open: |
3.71 |
| High: |
3.71 |
| Low: |
3.71 |
| Previous Close: |
4.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.86% |
| 1 Month |
|
|
+170.80% |
| 3 Months |
|
|
+181.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.45 |
3.23 |
| 1M High / 1M Low: |
4.64 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
