BVT Call 520 LMT 20.09.2024
/ DE000VD3LRS6
BVT Call 520 LMT 20.09.2024/ DE000VD3LRS6 /
| 2024-09-04 8:44:22 AM |
Chg.+0.11 |
Bid6:56:26 PM |
Ask6:56:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.28EUR |
+2.64% |
5.11
Bid Size: 7,000 |
5.17
Ask Size: 7,000 |
Lockheed Martin Corp |
520.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD3LRS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.35 |
| Intrinsic value: |
4.27 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
4.27 |
| Time value: |
0.25 |
| Break-even: |
515.85 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
1.35% |
| Delta: |
0.90 |
| Theta: |
-0.24 |
| Omega: |
10.24 |
| Rho: |
0.18 |
Quote data
| Open: |
4.28 |
| High: |
4.28 |
| Low: |
4.28 |
| Previous Close: |
4.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.23% |
| 1 Month |
|
|
+47.59% |
| 3 Months |
|
|
+1428.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.65 |
3.78 |
| 1M High / 1M Low: |
4.65 |
2.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
