BVT Call 250 Vanguard Mega Cap Growth Index Fund ETF 21.06.2024
/ DE000VD4UXT1
BVT Call 250 Vanguard Mega Cap Gr.../ DE000VD4UXT1 /
| 2024-06-05 10:34:21 AM |
Chg.+0.020 |
Bid10:34:21 AM |
Ask10:34:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.700EUR |
+0.75% |
2.700
Bid Size: 6,000 |
2.720
Ask Size: 6,000 |
- |
250.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4UXT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.14 |
| Parity: |
2.23 |
| Time value: |
0.47 |
| Break-even: |
277.00 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.78 |
| Theta: |
-0.32 |
| Omega: |
7.89 |
| Rho: |
0.08 |
Quote data
| Open: |
2.700 |
| High: |
2.700 |
| Low: |
2.700 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.700 |
2.610 |
| 1M High / 1M Low: |
2.700 |
2.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
19.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
