BVT Call 460 LMT 20.12.2024
/ DE000VD3LRN7
BVT Call 460 LMT 20.12.2024/ DE000VD3LRN7 /
| 10/8/2024 8:47:45 AM |
Chg.-0.49 |
Bid3:19:54 PM |
Ask3:19:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.52EUR |
-3.50% |
13.76
Bid Size: 3,000 |
13.90
Ask Size: 3,000 |
Lockheed Martin Corp |
460.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| 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: |
|
- |
