BVT Call 280 GD 17.01.2025
/ DE000VD2QKW4
BVT Call 280 GD 17.01.2025/ DE000VD2QKW4 /
| 2024-06-11 8:55:28 AM |
Chg.-0.46 |
Bid3:16:11 PM |
Ask3:16:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
-13.86% |
2.78
Bid Size: 4,000 |
2.84
Ask Size: 4,000 |
General Dynamics Cor... |
280.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD2QKW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
1.36 |
| Time value: |
1.53 |
| Break-even: |
289.04 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.05% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
6.63 |
| Rho: |
0.98 |
Quote data
| Open: |
2.86 |
| High: |
2.86 |
| Low: |
2.86 |
| Previous Close: |
3.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-9.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
3.08 |
| 1M High / 1M Low: |
3.63 |
2.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
