BVT Call 6200 S&P 500 Index 20.06.2025
/ DE000VD13GK4
BVT Call 6200 S&P 500 Index 20.06.../ DE000VD13GK4 /
| 11/15/2024 8:40:30 AM |
Chg.-0.100 |
Bid11:43:15 AM |
Ask11:43:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-10.75% |
0.830
Bid Size: 150,000 |
0.840
Ask Size: 150,000 |
- |
6,200.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
VD13GK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,200.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
66.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.12 |
| Parity: |
-2.51 |
| Time value: |
0.89 |
| Break-even: |
6,289.00 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.37 |
| Theta: |
-0.50 |
| Omega: |
24.51 |
| Rho: |
12.44 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.74% |
| 1 Month |
|
|
+2.47% |
| 3 Months |
|
|
+137.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.890 |
| 1M High / 1M Low: |
0.940 |
0.580 |
| 6M High / 6M Low: |
0.940 |
0.224 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.95% |
| Volatility 6M: |
|
154.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
