BVT Call 70 VANGUARD REAL ESTATE ETF 21.06.2024
/ DE000VD4UBD1
BVT Call 70 VANGUARD REAL ESTATE .../ DE000VD4UBD1 /
| 2024-06-10 1:56:38 PM |
Chg.0.000 |
Bid1:56:38 PM |
Ask1:56:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
0.00% |
0.910
Bid Size: 33,000 |
0.920
Ask Size: 33,000 |
- |
70.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4UBD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.22 |
| Break-even: |
79.20 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.75 |
| Theta: |
-0.19 |
| Omega: |
6.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
+4.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.890 |
| 1M High / 1M Low: |
0.910 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
