BVT Call 270 Vanguard Mega Cap Growth Index Fund ETF 21.06.2024
/ DE000VD4LN76
BVT Call 270 Vanguard Mega Cap Gr.../ DE000VD4LN76 /
| 2024-06-11 8:59:47 AM |
Chg.+0.12 |
Bid11:18:27 AM |
Ask11:18:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
+3.99% |
3.06
Bid Size: 4,000 |
3.25
Ask Size: 4,000 |
- |
270.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4LN7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
1.40 |
| Historic volatility: |
0.14 |
| Parity: |
1.15 |
| Time value: |
2.02 |
| Break-even: |
301.70 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
11.61 |
| Spread abs.: |
0.03 |
| Spread %: |
0.96% |
| Delta: |
0.62 |
| Theta: |
-1.26 |
| Omega: |
5.49 |
| Rho: |
0.04 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
3.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.09% |
| 1 Month |
|
|
+66.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.30 |
| 1M High / 1M Low: |
3.09 |
1.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
