BVT Call 460 LMT 20.12.2024
/ DE000VD3LRN7
BVT Call 460 LMT 20.12.2024/ DE000VD3LRN7 /
| 04/09/2024 08:44:23 |
Chg.+0.12 |
Bid18:03:51 |
Ask18:03:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.29EUR |
+1.18% |
11.08
Bid Size: 7,000 |
11.14
Ask Size: 7,000 |
Lockheed Martin Corp |
460.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3LRN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.15 |
| Intrinsic value: |
9.70 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
9.70 |
| Time value: |
0.83 |
| Break-even: |
521.64 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
0.57% |
| Delta: |
0.91 |
| Theta: |
-0.10 |
| Omega: |
4.45 |
| Rho: |
1.06 |
Quote data
| Open: |
10.29 |
| High: |
10.29 |
| Low: |
10.29 |
| Previous Close: |
10.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.08% |
| 1 Month |
|
|
+19.10% |
| 3 Months |
|
|
+239.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.55 |
9.61 |
| 1M High / 1M Low: |
10.55 |
8.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
