BVT Call 5600 S&P 500 Index 20.12.2024
/ DE000VM921J8
BVT Call 5600 S&P 500 Index 20.12.../ DE000VM921J8 /
| 06/09/2024 20:07:27 |
Chg.-0.190 |
Bid09:42:11 |
Ask09:42:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-20.21% |
0.800
Bid Size: 150,000 |
0.810
Ask Size: 150,000 |
- |
5,600.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VM921J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,600.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
70.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
-1.92 |
| Time value: |
0.77 |
| Break-even: |
5,677.00 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.35 |
| Theta: |
-0.78 |
| Omega: |
24.87 |
| Rho: |
5.14 |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.750 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.44% |
| 1 Month |
|
|
+11.94% |
| 3 Months |
|
|
+2.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.750 |
| 1M High / 1M Low: |
1.180 |
0.640 |
| 6M High / 6M Low: |
1.180 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.977 |
| Avg. volume 1M: |
|
57.143 |
| Avg. price 6M: |
|
0.776 |
| Avg. volume 6M: |
|
9.449 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.11% |
| Volatility 6M: |
|
130.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
