BVT Call 270 Vanguard Mega Cap Growth Index Fund ETF 20.09.2024
/ DE000VD4LN50
BVT Call 270 Vanguard Mega Cap Gr.../ DE000VD4LN50 /
| 2024-05-31 8:58:43 AM |
Chg.-0.20 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
-6.60% |
-
Bid Size: - |
-
Ask Size: - |
- |
270.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD4LN5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.14 |
| Parity: |
-0.02 |
| Time value: |
2.85 |
| Break-even: |
298.50 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
1.06% |
| Delta: |
0.57 |
| Theta: |
-0.13 |
| Omega: |
5.37 |
| Rho: |
0.38 |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.83 |
| Previous Close: |
3.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.71% |
| 1 Month |
|
|
+37.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.97 |
| 1M High / 1M Low: |
3.12 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
