BVT Call 5825 S&P 500 Index 30.09.2024
/ DE000VC4MUV1
BVT Call 5825 S&P 500 Index 30.09.../ DE000VC4MUV1 /
| 27/09/2024 08:34:49 |
Chg.-0.004 |
Bid10:04:39 |
Ask10:04:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-26.67% |
0.008
Bid Size: 150,000 |
0.020
Ask Size: 150,000 |
- |
5,825.00 USD |
30/09/2024 |
Call |
Master data
| WKN: |
VC4MUV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,825.00 USD |
| Maturity: |
30/09/2024 |
| Issue date: |
26/09/2024 |
| Last trading day: |
30/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,772.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.11 |
| Parity: |
-0.71 |
| Time value: |
0.03 |
| Break-even: |
5,214.54 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
4.71 |
| Spread abs.: |
0.01 |
| Spread %: |
52.63% |
| Delta: |
0.11 |
| Theta: |
-1.78 |
| Omega: |
192.08 |
| Rho: |
0.05 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
