BVT Call 40 iShares Trust-MSCI Em.Mkts.In.Registered Shares o.N. 21.03.2025
/ DE000VD4EG41
BVT Call 40 iShares Trust-MSCI Em.../ DE000VD4EG41 /
| 07/11/2024 08:48:05 |
Chg.+0.25 |
Bid11:02:56 |
Ask11:02:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.81EUR |
+4.50% |
5.86
Bid Size: 300 |
5.96
Ask Size: 300 |
- |
40.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD4EG4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
18/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.14 |
| Parity: |
1.71 |
| Time value: |
3.78 |
| Break-even: |
45.49 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
0.92% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
4.79 |
| Rho: |
0.08 |
Quote data
| Open: |
5.81 |
| High: |
5.81 |
| Low: |
5.81 |
| Previous Close: |
5.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.04% |
| 1 Month |
|
|
-26.83% |
| 3 Months |
|
|
+76.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.89 |
5.28 |
| 1M High / 1M Low: |
7.94 |
5.28 |
| 6M High / 6M Low: |
7.94 |
2.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.26% |
| Volatility 6M: |
|
113.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
