BVT Call 5075 S&P 500 Index 05.07.2024
/ DE000VD48A61
BVT Call 5075 S&P 500 Index 05.07.../ DE000VD48A61 /
| 2024-07-03 10:19:42 AM |
Chg.+0.51 |
Bid1:08:07 PM |
Ask1:08:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.06EUR |
+14.37% |
4.09
Bid Size: 76,000 |
4.10
Ask Size: 76,000 |
- |
5,075.00 USD |
2024-07-05 |
Call |
Master data
| WKN: |
VD48A6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,075.00 USD |
| Maturity: |
2024-07-05 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-07-05 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
4.04 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.10 |
| Parity: |
4.04 |
| Time value: |
0.03 |
| Break-even: |
5,128.79 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.97 |
| Theta: |
-3.83 |
| Omega: |
12.26 |
| Rho: |
0.25 |
Quote data
| Open: |
4.05 |
| High: |
4.06 |
| Low: |
4.05 |
| Previous Close: |
3.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
+70.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.02 |
3.55 |
| 1M High / 1M Low: |
4.14 |
2.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
