BVT Call 290 GD 20.09.2024
/ DE000VD2QH71
BVT Call 290 GD 20.09.2024/ DE000VD2QH71 /
| 2024-05-23 8:49:03 AM |
Chg.+0.12 |
Bid11:04:05 AM |
Ask11:04:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
+7.36% |
1.73
Bid Size: 3,000 |
1.81
Ask Size: 3,000 |
General Dynamics Cor... |
290.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD2QH7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.74 |
| Time value: |
1.06 |
| Break-even: |
285.89 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.69% |
| Delta: |
0.66 |
| Theta: |
-0.06 |
| Omega: |
10.11 |
| Rho: |
0.54 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+1.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.60 |
| 1M High / 1M Low: |
1.93 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
