BVT Call 540 NOC 20.12.2024
/ DE000VD3RX53
BVT Call 540 NOC 20.12.2024/ DE000VD3RX53 /
30/08/2024 08:45:36 |
Chg.+0.015 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.147EUR |
+11.36% |
- Bid Size: - |
- Ask Size: - |
Northrop Grumman Cor... |
540.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-0.15 |
Time value: |
0.17 |
Break-even: |
505.51 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
6.37% |
Delta: |
0.45 |
Theta: |
-0.11 |
Omega: |
12.72 |
Rho: |
0.60 |
Quote data
Open: |
0.147 |
High: |
0.147 |
Low: |
0.147 |
Previous Close: |
0.132 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.84% |
1 Month |
|
|
+86.08% |
3 Months |
|
|
+250.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.147 |
0.117 |
1M High / 1M Low: |
0.150 |
0.079 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |