BVT Call 190 ISHARES RUSSEL 2000 INDEX - ETF 21.06.2024
/ DE000VD4LNU9
BVT Call 190 ISHARES RUSSEL 2000 .../ DE000VD4LNU9 /
| 12/06/2024 08:59:58 |
Chg.- |
Bid08:43:41 |
Ask08:43:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
- |
1.34
Bid Size: 4,000 |
1.40
Ask Size: 4,000 |
- |
190.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
VD4LNU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.17 |
| Parity: |
-0.32 |
| Time value: |
1.08 |
| Break-even: |
200.80 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
17.87 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
0.49 |
| Theta: |
-0.68 |
| Omega: |
8.53 |
| Rho: |
0.02 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.14% |
| 1 Month |
|
|
-27.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
0.98 |
| 1M High / 1M Low: |
1.89 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
