BVT Call 110 Vanguard Total World Stock Index Fund ETF 20.12.2024
/ DE000VD4YNB2
BVT Call 110 Vanguard Total World.../ DE000VD4YNB2 /
17/09/2024 10:33:09 |
Chg.-0.010 |
Bid11:12:18 |
Ask11:12:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-1.49% |
- Bid Size: - |
- Ask Size: - |
- |
110.00 - |
20/12/2024 |
Call |
Master data
WKN: |
VD4YNB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
20/12/2024 |
Issue date: |
25/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
16.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.11 |
Parity: |
-0.02 |
Time value: |
0.67 |
Break-even: |
116.70 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.54 |
Theta: |
-0.05 |
Omega: |
8.88 |
Rho: |
0.10 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+1.54% |
3 Months |
|
|
+1.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.670 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.660 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
27.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |