BVT Call 96 VANGUARD REAL ESTATE ETF 21.03.2025
/ DE000VD36QY5
BVT Call 96 VANGUARD REAL ESTATE .../ DE000VD36QY5 /
| 9/17/2024 8:28:59 AM |
Chg.- |
Bid8:00:02 AM |
Ask8:00:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
- |
0.620
Bid Size: 1,100 |
0.660
Ask Size: 1,100 |
- |
96.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD36QY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
-0.76 |
| Time value: |
0.62 |
| Break-even: |
102.20 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
6.30 |
| Rho: |
0.17 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.07% |
| 1 Month |
|
|
+132.14% |
| 3 Months |
|
|
+371.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.560 |
| 1M High / 1M Low: |
0.650 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.447 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
