BVT Call 96 VANGUARD REAL ESTATE ETF 20.12.2024
/ DE000VD36SK0
BVT Call 96 VANGUARD REAL ESTATE .../ DE000VD36SK0 /
| 11/15/2024 7:55:50 PM |
Chg.-0.011 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.122EUR |
-8.27% |
-
Bid Size: - |
-
Ask Size: - |
- |
96.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VD36SK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
-0.69 |
| Time value: |
0.13 |
| Break-even: |
97.28 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.01 |
| Spread %: |
8.47% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
17.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.105 |
| High: |
0.122 |
| Low: |
0.105 |
| Previous Close: |
0.133 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.17% |
| 1 Month |
|
|
-68.72% |
| 3 Months |
|
|
-20.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.224 |
0.122 |
| 1M High / 1M Low: |
0.390 |
0.122 |
| 6M High / 6M Low: |
0.560 |
0.035 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.51% |
| Volatility 6M: |
|
274.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
