BVT Call 5700 S&P 500 Index 20.06.2025
/ DE000VD13GJ6
BVT Call 5700 S&P 500 Index 20.06.../ DE000VD13GJ6 /
09/09/2024 20:03:37 |
Chg.+0.050 |
Bid21:58:12 |
Ask21:58:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+5.56% |
- 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: |
59.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.08 |
Historic volatility: |
0.12 |
Parity: |
-2.92 |
Time value: |
0.91 |
Break-even: |
5,791.00 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.37 |
Theta: |
-0.43 |
Omega: |
22.03 |
Rho: |
14.88 |
Quote data
Open: |
0.930 |
High: |
0.950 |
Low: |
0.930 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.52% |
1 Month |
|
|
+11.76% |
3 Months |
|
|
+5.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.900 |
1M High / 1M Low: |
1.150 |
0.840 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.986 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |