BVT Call 5500 S&P 500 Index 21.03.2025
/ DE000VD27YT8
BVT Call 5500 S&P 500 Index 21.03.../ DE000VD27YT8 /
| 11/14/2024 8:33:05 AM |
Chg.+0.02 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+1.17% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,500.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD27YT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,500.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/4/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
34.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.60 |
| Intrinsic value: |
4.85 |
| Implied volatility: |
- |
| Historic volatility: |
0.12 |
| Parity: |
4.85 |
| Time value: |
-3.12 |
| Break-even: |
5,673.00 |
| Moneyness: |
1.09 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.22% |
| 1 Month |
|
|
+12.34% |
| 3 Months |
|
|
+51.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.66 |
| 1M High / 1M Low: |
1.72 |
1.46 |
| 6M High / 6M Low: |
1.72 |
0.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.42% |
| Volatility 6M: |
|
62.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
