BVT Call 5600 S&P 500 Index 21.03.2025
/ DE000VD27YZ5
BVT Call 5600 S&P 500 Index 21.03.../ DE000VD27YZ5 /
| 2024-07-09 7:55:07 PM |
Chg.+0.020 |
Bid9:58:58 PM |
Ask9:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+1.65% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,600.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
VD27YZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,600.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
45.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.11 |
| Parity: |
-0.27 |
| Time value: |
1.23 |
| Break-even: |
5,723.00 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.84 |
| Theta: |
-0.51 |
| Omega: |
38.09 |
| Rho: |
31.88 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.230 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+26.80% |
| 3 Months |
|
|
+57.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.140 |
| 1M High / 1M Low: |
1.210 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
