BVT Call 22 iShares US Treasury Bond ETF 20.09.2024
/ DE000VD5PBJ5
BVT Call 22 iShares US Treasury B.../ DE000VD5PBJ5 /
| 2024-06-10 4:53:30 PM |
Chg.-0.040 |
Bid6:05:33 PM |
Ask6:05:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-6.35% |
0.580
Bid Size: 30,000 |
0.600
Ask Size: 30,000 |
- |
22.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD5PBJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
32.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.05 |
| Parity: |
-1.18 |
| Time value: |
0.64 |
| Break-even: |
22.64 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
12.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.550 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.35% |
| 1 Month |
|
|
-6.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.630 |
| 1M High / 1M Low: |
0.790 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
