BVT Call 40 iShares Trust-MSCI Em.Mkts.In.Registered Shares o.N. 21.03.2025
/ DE000VD6FGF1
BVT Call 40 iShares Trust-MSCI Em.../ DE000VD6FGF1 /
29/08/2024 08:55:22 |
Chg.-0.07 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
3.30EUR |
-2.08% |
- Bid Size: - |
- Ask Size: - |
- |
40.00 - |
21/03/2025 |
Call |
Master data
WKN: |
VD6FGF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
21/03/2025 |
Issue date: |
20/05/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
11.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.13 |
Parity: |
-1.13 |
Time value: |
3.30 |
Break-even: |
43.30 |
Moneyness: |
0.97 |
Premium: |
0.11 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
0.61% |
Delta: |
0.53 |
Theta: |
-0.01 |
Omega: |
6.23 |
Rho: |
0.10 |
Quote data
Open: |
3.30 |
High: |
3.30 |
Low: |
3.30 |
Previous Close: |
3.37 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.79% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
+13.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.49 |
3.27 |
1M High / 1M Low: |
3.49 |
2.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |