BVT Call 22 iShares US Treasury Bond ETF 19.07.2024
/ DE000VD5KMX4
BVT Call 22 iShares US Treasury B.../ DE000VD5KMX4 /
| 2024-06-10 8:52:26 AM |
Chg.-0.130 |
Bid7:29:27 PM |
Ask7:29:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-19.40% |
0.470
Bid Size: 2,300 |
0.490
Ask Size: 2,300 |
- |
22.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
VD5KMX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.05 |
| Parity: |
-1.18 |
| Time value: |
0.57 |
| Break-even: |
22.57 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
13.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
-1.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.470 |
| 1M High / 1M Low: |
0.690 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
