BVT Call 180 ISHARES RUSSEL 2000 INDEX - ETF 21.06.2024
/ DE000VD4UKZ5
BVT Call 180 ISHARES RUSSEL 2000 .../ DE000VD4UKZ5 /
| 2024-06-12 5:05:51 PM |
Chg.+0.160 |
Bid7:43:30 PM |
Ask7:43:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
+9.76% |
1.790
Bid Size: 33,000 |
1.800
Ask Size: 33,000 |
- |
180.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4UKZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.17 |
| Parity: |
0.68 |
| Time value: |
0.97 |
| Break-even: |
196.50 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
6.84 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.62 |
| Theta: |
-0.70 |
| Omega: |
7.01 |
| Rho: |
0.02 |
Quote data
| Open: |
1.630 |
| High: |
1.800 |
| Low: |
1.630 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.620 |
| 1M High / 1M Low: |
1.740 |
1.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
