BVT Call 110 iShares iBoxx USD In.../  DE000VD5KDX3  /

EUWAX
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:   -