BVT Call 5625 S&P 500 Index 19.07.2024
/ DE000VD6BS71
BVT Call 5625 S&P 500 Index 19.07.../ DE000VD6BS71 /
| 7/10/2024 10:30:32 AM |
Chg.+0.015 |
Bid12:20:33 PM |
Ask12:20:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.215EUR |
+7.50% |
0.221
Bid Size: 150,000 |
0.231
Ask Size: 150,000 |
- |
5,625.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
VD6BS7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,625.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/17/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
250.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.10 |
| Parity: |
-0.44 |
| Time value: |
0.21 |
| Break-even: |
5,222.05 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
5.10% |
| Delta: |
0.34 |
| Theta: |
-2.06 |
| Omega: |
84.58 |
| Rho: |
0.42 |
Quote data
| Open: |
0.215 |
| High: |
0.215 |
| Low: |
0.215 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.12% |
| 1 Month |
|
|
+225.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.123 |
| 1M High / 1M Low: |
0.219 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.163 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
650.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
