BVT Call 5700 S&P 500 Index 20.06.2025
/ DE000VD13GJ6
BVT Call 5700 S&P 500 Index 20.06.../ DE000VD13GJ6 /
| 09/07/2024 20:03:15 |
Chg.+0.010 |
Bid20:03:15 |
Ask20:03:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+0.90% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,700.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
VD13GJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,700.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
49.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.11 |
| Parity: |
-1.27 |
| Time value: |
1.12 |
| Break-even: |
5,812.00 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.64 |
| Theta: |
-0.45 |
| Omega: |
32.08 |
| Rho: |
32.98 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.120 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+24.44% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
1.080 |
| 1M High / 1M Low: |
1.120 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
