BVT Call 270 Vanguard Mega Cap Growth Index Fund ETF 21.06.2024
/ DE000VD4UXQ7
BVT Call 270 Vanguard Mega Cap Gr.../ DE000VD4UXQ7 /
| 6/18/2024 8:02:43 PM |
Chg.-0.010 |
Bid8:02:43 PM |
Ask8:02:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
-0.36% |
2.770
Bid Size: 22,000 |
2.790
Ask Size: 22,000 |
- |
270.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VD4UXQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.14 |
| Parity: |
2.38 |
| Time value: |
0.41 |
| Break-even: |
297.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
4.43 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.79 |
| Theta: |
-1.58 |
| Omega: |
8.35 |
| Rho: |
0.02 |
Quote data
| Open: |
2.780 |
| High: |
2.780 |
| Low: |
2.770 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.14% |
| 1 Month |
|
|
+45.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.660 |
| 1M High / 1M Low: |
2.780 |
1.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
