BVT Call 500 LMT 20.12.2024
/ DE000VD3LRM9
BVT Call 500 LMT 20.12.2024/ DE000VD3LRM9 /
| 2024-11-12 7:58:52 PM |
Chg.-0.660 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.560EUR |
-9.14% |
-
Bid Size: - |
-
Ask Size: - |
Lockheed Martin Corp |
500.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3LRM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.77 |
| Intrinsic value: |
6.62 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
6.62 |
| Time value: |
0.29 |
| Break-even: |
538.01 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
0.88% |
| Delta: |
0.94 |
| Theta: |
-0.12 |
| Omega: |
7.25 |
| Rho: |
0.45 |
Quote data
| Open: |
6.950 |
| High: |
7.040 |
| Low: |
6.560 |
| Previous Close: |
7.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.81% |
| 1 Month |
|
|
-32.51% |
| 3 Months |
|
|
+2.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.220 |
4.530 |
| 1M High / 1M Low: |
10.920 |
4.530 |
| 6M High / 6M Low: |
10.920 |
0.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.697 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.97% |
| Volatility 6M: |
|
193.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
