BVT Call 480 NOC 20.12.2024
/ DE000VD3RXX1
BVT Call 480 NOC 20.12.2024/ DE000VD3RXX1 /
| 9/2/2024 10:26:59 AM |
Chg.+0.010 |
Bid10:26:59 AM |
Ask10:26:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+2.00% |
0.510
Bid Size: 14,000 |
0.540
Ask Size: 14,000 |
Northrop Grumman Cor... |
480.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3RXX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 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: |
9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.39 |
| Time value: |
0.13 |
| Break-even: |
486.60 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.79 |
| Theta: |
-0.12 |
| Omega: |
7.16 |
| Rho: |
0.96 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.420 |
| 1M High / 1M Low: |
0.500 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
