BVT Call 65 VANGUARD REAL ESTATE ETF 20.09.2024
/ DE000VD4UAN2
BVT Call 65 VANGUARD REAL ESTATE .../ DE000VD4UAN2 /
05/08/2024 20:02:42 |
Chg.-0.010 |
Bid20:31:27 |
Ask20:31:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-1.11% |
0.890 Bid Size: 80,000 |
0.900 Ask Size: 80,000 |
- |
65.00 - |
20/09/2024 |
Call |
Master data
WKN: |
VD4UAN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
20/09/2024 |
Issue date: |
24/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
9.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.89 |
Intrinsic value: |
1.86 |
Implied volatility: |
- |
Historic volatility: |
0.16 |
Parity: |
1.86 |
Time value: |
-0.95 |
Break-even: |
74.10 |
Moneyness: |
1.29 |
Premium: |
-0.11 |
Premium p.a.: |
-0.62 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.890 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.20% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+8.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.900 |
1M High / 1M Low: |
0.910 |
0.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.908 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.901 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
8.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |