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BVT Call 110 iShares iBoxx USD In.../  DE000VD6JRT1  /

EUWAX
2024-06-18  8:25:35 AM Chg.-0.005 Bid9:12:59 PM Ask9:12:59 PM Underlying Strike price Expiration date Option type
0.002EUR -71.43% 0.002
Bid Size: 84,000		 0.020
Ask Size: 84,000		 - 110.00 - 2024-06-21 Call
 

Master data

WKN: VD6JRT
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2024-05-21
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 502.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.08
Parity: -0.95
Time value: 0.02
Break-even: 110.20
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 900.00%
Delta: 0.07
Theta: -0.14
Omega: 37.48
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.002
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
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:   -