BVT Call 540 LMT 20.12.2024
/ DE000VD36GY6
BVT Call 540 LMT 20.12.2024/ DE000VD36GY6 /
| 2024-11-12 7:42:24 PM |
Chg.-0.660 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.020EUR |
-17.93% |
-
Bid Size: - |
-
Ask Size: - |
Lockheed Martin Corp |
540.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD36GY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
2.87 |
| Time value: |
0.53 |
| Break-even: |
540.42 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
1.80% |
| Delta: |
0.82 |
| Theta: |
-0.16 |
| Omega: |
12.85 |
| Rho: |
0.42 |
Quote data
| Open: |
3.400 |
| High: |
3.490 |
| Low: |
3.020 |
| Previous Close: |
3.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.56% |
| 1 Month |
|
|
-52.29% |
| 3 Months |
|
|
-19.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.680 |
1.740 |
| 1M High / 1M Low: |
7.440 |
1.740 |
| 6M High / 6M Low: |
7.440 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.629 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.71% |
| Volatility 6M: |
|
266.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
