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BVT Call 270 Vanguard Mega Cap Gr.../  DE000VD4LPA6  /

Frankfurt Zert./VONT
2024-05-16  10:34:22 AM Chg.+0.060 Bid11:48:49 AM Ask11:48:49 AM Underlying Strike price Expiration date Option type
2.090EUR +2.96% 2.080
Bid Size: 3,000		 2.370
Ask Size: 3,000		 - 270.00 - 2024-05-17 Call
 

Master data

WKN: VD4LPA
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 2024-05-17
Issue date: 2024-04-22
Last trading day: 2024-05-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.89
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 3.87
Historic volatility: 0.15
Parity: -0.18
Time value: 2.08
Break-even: 290.80
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 1.46%
Delta: 0.53
Theta: -10.82
Omega: 6.80
Rho: 0.00
 

Quote data

Open: 2.090
High: 2.090
Low: 2.090
Previous Close: 2.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+38.41%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.030 1.510
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.630
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -