BVT Call 270 Vanguard Mega Cap Growth Index Fund ETF 21.06.2024
/ DE000VD4UXQ7
BVT Call 270 Vanguard Mega Cap Gr.../ DE000VD4UXQ7 /
| 2024-05-22 2:02:06 PM |
Chg.+0.030 |
Bid4:25:17 PM |
Ask4:25:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
+1.40% |
2.180
Bid Size: 23,000 |
2.200
Ask Size: 23,000 |
- |
270.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4UXQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.15 |
| Parity: |
0.09 |
| Time value: |
2.09 |
| Break-even: |
291.80 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.55 |
| Theta: |
-0.36 |
| Omega: |
6.86 |
| Rho: |
0.11 |
Quote data
| Open: |
2.100 |
| High: |
2.170 |
| Low: |
2.100 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.05% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.900 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.018 |
| 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: |
|
- |
