BVT Call 540 NOC 20.12.2024
/ DE000VD3RX53
BVT Call 540 NOC 20.12.2024/ DE000VD3RX53 /
| 2024-07-05 7:53:33 PM |
Chg.-0.004 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
540.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3RX5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
118.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.95 |
| Time value: |
0.03 |
| Break-even: |
502.92 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
0.12 |
| Theta: |
-0.04 |
| Omega: |
14.08 |
| Rho: |
0.20 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.019 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-39.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.021 |
| 1M High / 1M Low: |
0.036 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
