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BVT Call 300 Vanguard Mega Cap Gr.../  DE000VD36V11  /

Frankfurt Zert./VONT
2024-05-15  7:46:51 PM Chg.+0.107 Bid8:08:51 PM Ask8:08:51 PM Underlying Strike price Expiration date Option type
0.270EUR +65.64% 0.270
Bid Size: 31,000		 0.300
Ask Size: 31,000		 - 300.00 - 2024-06-21 Call
 

Master data

WKN: VD36V1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2024-04-16
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 132.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.15
Parity: -3.42
Time value: 0.20
Break-even: 302.00
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 2.52
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.15
Theta: -0.09
Omega: 19.31
Rho: 0.04
 

Quote data

Open: 0.188
High: 0.270
Low: 0.188
Previous Close: 0.163
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+62.65%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.166 0.139
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
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:   -