BVT Call 90 VANGUARD REAL ESTATE ETF 20.12.2024
/ DE000VD36SL8
BVT Call 90 VANGUARD REAL ESTATE .../ DE000VD36SL8 /
| 04/11/2024 10:32:24 |
Chg.-0.040 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-7.27% |
-
Bid Size: - |
-
Ask Size: - |
- |
90.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD36SL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.15 |
| Parity: |
-0.44 |
| Time value: |
0.50 |
| Break-even: |
95.00 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.45 |
| Theta: |
-0.07 |
| Omega: |
7.63 |
| Rho: |
0.04 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.89% |
| 1 Month |
|
|
-30.14% |
| 3 Months |
|
|
+4.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.550 |
| 1M High / 1M Low: |
0.860 |
0.550 |
| 6M High / 6M Low: |
0.950 |
0.106 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.77% |
| Volatility 6M: |
|
183.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
