BVT Call 6000 S&P 500 Index 20.06.2025
/ DE000VD13GU3
BVT Call 6000 S&P 500 Index 20.06.../ DE000VD13GU3 /
| 11/15/2024 5:01:58 PM |
Chg.-0.120 |
Bid5:25:26 PM |
Ask5:25:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-10.08% |
1.080
Bid Size: 150,000 |
1.090
Ask Size: 150,000 |
- |
6,000.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
VD13GU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,000.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
49.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.12 |
| Parity: |
-0.51 |
| Time value: |
1.19 |
| Break-even: |
6,119.00 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.61 |
| Theta: |
-0.49 |
| Omega: |
30.67 |
| Rho: |
21.00 |
Quote data
| Open: |
1.120 |
| High: |
1.140 |
| Low: |
1.070 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.30% |
| 1 Month |
|
|
+4.90% |
| 3 Months |
|
|
+59.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.190 |
| 1M High / 1M Low: |
1.230 |
0.870 |
| 6M High / 6M Low: |
1.230 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.79% |
| Volatility 6M: |
|
107.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
