BVT Call 5700 S&P 500 Index 21.03.2025
/ DE000VD27Y84
BVT Call 5700 S&P 500 Index 21.03.../ DE000VD27Y84 /
| 09/09/2024 08:31:19 |
Chg.-0.060 |
Bid09:27:49 |
Ask09:27:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-6.52% |
0.860
Bid Size: 150,000 |
0.870
Ask Size: 150,000 |
- |
5,700.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD27Y8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,700.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
04/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
65.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.12 |
| Parity: |
-2.92 |
| Time value: |
0.83 |
| Break-even: |
5,783.00 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.33 |
| Theta: |
-0.53 |
| Omega: |
21.77 |
| Rho: |
9.21 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.21% |
| 1 Month |
|
|
+13.16% |
| 3 Months |
|
|
+6.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.920 |
| 1M High / 1M Low: |
1.120 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.991 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
