BVT Call 6300 S&P 500 Index 20.06.2025
/ DE000VD13GB3
BVT Call 6300 S&P 500 Index 20.06.../ DE000VD13GB3 /
| 11/15/2024 10:30:19 AM |
Chg.-0.060 |
Bid11:41:34 AM |
Ask11:41:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-8.11% |
0.680
Bid Size: 150,000 |
0.690
Ask Size: 150,000 |
- |
6,300.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
VD13GB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,300.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
80.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.12 |
| Parity: |
-3.51 |
| Time value: |
0.74 |
| Break-even: |
6,374.00 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.30 |
| Theta: |
-0.47 |
| Omega: |
23.89 |
| Rho: |
10.07 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.92% |
| 1 Month |
|
|
+9.68% |
| 3 Months |
|
|
+106.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.740 |
| 1M High / 1M Low: |
0.800 |
0.460 |
| 6M High / 6M Low: |
0.800 |
0.174 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.66% |
| Volatility 6M: |
|
163.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
