BVT Call 5500 S&P 500 Index 20.12.2024
/ DE000VD13D69
BVT Call 5500 S&P 500 Index 20.12.../ DE000VD13D69 /
| 8/2/2024 8:34:45 AM |
Chg.-0.23 |
Bid5:44:33 PM |
Ask5:44:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-19.49% |
0.89
Bid Size: 150,000 |
0.90
Ask Size: 150,000 |
- |
5,500.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VD13D6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,500.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
52.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.11 |
| Parity: |
-0.53 |
| Time value: |
1.04 |
| Break-even: |
5,604.00 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.55 |
| Theta: |
-0.61 |
| Omega: |
28.69 |
| Rho: |
11.04 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.04% |
| 1 Month |
|
|
-12.04% |
| 3 Months |
|
|
+82.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.99 |
| 1M High / 1M Low: |
1.32 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
