BVT Call 100 Vanguard Total World Stock Index Fund ETF 20.12.2024
/ DE000VD4YNA4
BVT Call 100 Vanguard Total World.../ DE000VD4YNA4 /
| 09/09/2024 08:51:56 |
Chg.-0.020 |
Bid19:17:36 |
Ask19:17:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-2.41% |
0.820
Bid Size: 62,000 |
0.830
Ask Size: 62,000 |
- |
100.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD4YNA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
25/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.11 |
| Parity: |
0.17 |
| Time value: |
0.64 |
| Break-even: |
108.10 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
7.50 |
| Rho: |
0.15 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.81% |
| 1 Month |
|
|
+14.08% |
| 3 Months |
|
|
+6.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.830 |
| 1M High / 1M Low: |
0.860 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
