BVT Call 480 GS 20.09.2024/  DE000VD2R0M8  /

EUWAX
2024-07-30  10:07:43 AM Chg.-0.55 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
2.37EUR -18.84% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 480.00 USD 2024-09-20 Call
 

Master data

WKN: VD2R0M
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-25
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.98
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 1.18
Implied volatility: 0.24
Historic volatility: 0.19
Parity: 1.18
Time value: 1.22
Break-even: 467.66
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 1.27%
Delta: 0.65
Theta: -0.17
Omega: 12.40
Rho: 0.39
 

Quote data

Open: 2.37
High: 2.37
Low: 2.37
Previous Close: 2.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.74%
1 Month  
+211.84%
3 Months  
+189.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.92 1.90
1M High / 1M Low: 3.19 0.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -