BVT Call 5600 S&P 500 Index 21.03.2025
/ DE000VD27YZ5
BVT Call 5600 S&P 500 Index 21.03.../ DE000VD27YZ5 /
| 9/9/2024 7:55:19 PM |
Chg.+0.070 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+7.22% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,600.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD27YZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,600.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/4/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
55.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.12 |
| Parity: |
-1.92 |
| Time value: |
0.98 |
| Break-even: |
5,698.00 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.41 |
| Theta: |
-0.55 |
| Omega: |
22.73 |
| Rho: |
11.26 |
Quote data
| Open: |
1.000 |
| High: |
1.040 |
| Low: |
1.000 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+8.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.970 |
| 1M High / 1M Low: |
1.270 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
