BVT Call 460 RHM 16.08.2024
/ DE000VD72NT7
BVT Call 460 RHM 16.08.2024/ DE000VD72NT7 /
| 2024-07-30 6:14:01 PM |
Chg.+0.16 |
Bid6:17:18 PM |
Ask6:17:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.38EUR |
+3.79% |
4.34
Bid Size: 2,000 |
4.56
Ask Size: 2,000 |
RHEINMETALL AG |
460.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD72NT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.31 |
| Parity: |
3.33 |
| Time value: |
1.08 |
| Break-even: |
504.10 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.28 |
| Spread %: |
6.78% |
| Delta: |
0.74 |
| Theta: |
-0.61 |
| Omega: |
8.29 |
| Rho: |
0.15 |
Quote data
| Open: |
4.11 |
| High: |
4.47 |
| Low: |
3.99 |
| Previous Close: |
4.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.29% |
| 1 Month |
|
|
+29.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.31 |
2.72 |
| 1M High / 1M Low: |
6.32 |
2.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
