BVT Call 500 LMT 20.09.2024
/ DE000VM7NR45
BVT Call 500 LMT 20.09.2024/ DE000VM7NR45 /
9/4/2024 4:42:06 PM |
Chg.+0.540 |
Bid7:17:22 PM |
Ask7:17:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.910EUR |
+8.48% |
6.830 Bid Size: 7,000 |
6.890 Ask Size: 7,000 |
Lockheed Martin Corp |
500.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM7NR4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Lockheed Martin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.16 |
Intrinsic value: |
6.08 |
Implied volatility: |
0.42 |
Historic volatility: |
0.15 |
Parity: |
6.08 |
Time value: |
0.22 |
Break-even: |
515.55 |
Moneyness: |
1.13 |
Premium: |
0.00 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
0.96% |
Delta: |
0.93 |
Theta: |
-0.23 |
Omega: |
7.58 |
Rho: |
0.18 |
Quote data
Open: |
6.080 |
High: |
6.910 |
Low: |
6.080 |
Previous Close: |
6.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.97% |
1 Month |
|
|
+47.02% |
3 Months |
|
|
+1014.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.370 |
5.760 |
1M High / 1M Low: |
6.370 |
4.490 |
6M High / 6M Low: |
6.370 |
0.210 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.424 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.596 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.58% |
Volatility 6M: |
|
336.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |