BVT Call 110 iShares iBoxx USD Investment Grade ETF 20.09.2024
/ DE000VD5KDX3
BVT Call 110 iShares iBoxx USD In.../ DE000VD5KDX3 /
| 2024-06-14 8:52:46 AM |
Chg.+0.016 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
+18.39% |
-
Bid Size: - |
-
Ask Size: - |
- |
110.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD5KDX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.08 |
| Parity: |
-0.87 |
| Time value: |
0.12 |
| Break-even: |
111.21 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
9.01% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
19.35 |
| Rho: |
0.06 |
Quote data
| Open: |
0.103 |
| High: |
0.103 |
| Low: |
0.103 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.90% |
| 1 Month |
|
|
+5.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.103 |
0.066 |
| 1M High / 1M Low: |
0.111 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
