BVT Call 460 GS 20.09.2024
/ DE000VD02VH2
BVT Call 460 GS 20.09.2024/ DE000VD02VH2 /
| 7/5/2024 8:33:50 AM |
Chg.+0.12 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
+5.11% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
460.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/28/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.44 |
| Time value: |
1.74 |
| Break-even: |
446.18 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
1.40% |
| Delta: |
0.59 |
| Theta: |
-0.14 |
| Omega: |
11.57 |
| Rho: |
0.48 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.29% |
| 1 Month |
|
|
+15.96% |
| 3 Months |
|
|
+168.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
1.68 |
| 1M High / 1M Low: |
2.47 |
1.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
