BVT Call 40 iShares Trust-MSCI Em.Mkts.In.Registered Shares o.N. 20.12.2024
/ DE000VD4EGV6
BVT Call 40 iShares Trust-MSCI Em.../ DE000VD4EGV6 /
| 07/11/2024 08:48:05 |
Chg.+0.28 |
Bid10:32:25 |
Ask10:32:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.27EUR |
+5.61% |
5.37
Bid Size: 300 |
5.48
Ask Size: 300 |
- |
40.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD4EGV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.14 |
| Parity: |
1.71 |
| Time value: |
3.21 |
| Break-even: |
44.92 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.05 |
| Spread %: |
1.03% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
5.27 |
| Rho: |
0.02 |
Quote data
| Open: |
5.27 |
| High: |
5.27 |
| Low: |
5.27 |
| Previous Close: |
4.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.89% |
| 1 Month |
|
|
-28.78% |
| 3 Months |
|
|
+88.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.34 |
4.71 |
| 1M High / 1M Low: |
7.40 |
4.71 |
| 6M High / 6M Low: |
7.40 |
2.63 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.17% |
| Volatility 6M: |
|
121.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
