BVT Call 460 LMT 20.12.2024
/ DE000VD3LRN7
BVT Call 460 LMT 20.12.2024/ DE000VD3LRN7 /
08/10/2024 08:47:45 |
Chg.-0.49 |
Bid15:14:29 |
Ask15:14:29 |
Underlying |
Strike price |
Expiration date |
Option type |
13.52EUR |
-3.50% |
13.77 Bid Size: 3,000 |
13.91 Ask Size: 3,000 |
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: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.54 |
Intrinsic value: |
13.26 |
Implied volatility: |
0.41 |
Historic volatility: |
0.13 |
Parity: |
13.26 |
Time value: |
0.51 |
Break-even: |
556.86 |
Moneyness: |
1.32 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
0.44% |
Delta: |
0.95 |
Theta: |
-0.11 |
Omega: |
3.80 |
Rho: |
0.77 |
Quote data
Open: |
13.52 |
High: |
13.52 |
Low: |
13.52 |
Previous Close: |
14.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.25% |
1 Month |
|
|
+30.38% |
3 Months |
|
|
+470.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.10 |
11.63 |
1M High / 1M Low: |
14.10 |
9.99 |
6M High / 6M Low: |
14.10 |
1.96 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.87 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.57% |
Volatility 6M: |
|
149.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |