BVT Call 460 NOC 20.12.2024
/ DE000VD3RXZ6
BVT Call 460 NOC 20.12.2024/ DE000VD3RXZ6 /
| 8/30/2024 7:57:38 PM |
Chg.+0.010 |
Bid9:10:17 AM |
Ask9:10:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+1.56% |
0.660
Bid Size: 13,000 |
0.690
Ask Size: 13,000 |
Northrop Grumman Cor... |
460.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3RXZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.57 |
| Time value: |
0.10 |
| Break-even: |
483.39 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.86 |
| Theta: |
-0.10 |
| Omega: |
6.05 |
| Rho: |
1.03 |
Quote data
| Open: |
0.630 |
| High: |
0.650 |
| Low: |
0.630 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.07% |
| 1 Month |
|
|
+35.42% |
| 3 Months |
|
|
+160.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.560 |
| 1M High / 1M Low: |
0.650 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
