BVT Call 195 ISHARES RUSSEL 2000 INDEX - ETF 20.09.2024
/ DE000VD4FBW2
BVT Call 195 ISHARES RUSSEL 2000 .../ DE000VD4FBW2 /
| 2024-06-13 8:49:22 AM |
Chg.+0.17 |
Bid2:39:23 PM |
Ask2:39:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+12.98% |
1.48
Bid Size: 12,000 |
1.51
Ask Size: 12,000 |
- |
195.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD4FBW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
-0.65 |
| Time value: |
1.49 |
| Break-even: |
209.90 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
0.50 |
| Theta: |
-0.09 |
| Omega: |
6.35 |
| Rho: |
0.22 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.73% |
| 1 Month |
|
|
-8.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.27 |
| 1M High / 1M Low: |
1.91 |
1.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
