BVT Call 280 Vanguard Mega Cap Growth Index Fund ETF 21.06.2024
/ DE000VD4UX99
BVT Call 280 Vanguard Mega Cap Gr.../ DE000VD4UX99 /
| 18/06/2024 19:43:14 |
Chg.+0.020 |
Bid21:13:11 |
Ask21:13:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.760EUR |
+0.73% |
2.760
Bid Size: 22,000 |
2.780
Ask Size: 22,000 |
- |
280.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
VD4UX9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
1.91 |
| Historic volatility: |
0.14 |
| Parity: |
1.38 |
| Time value: |
1.37 |
| Break-even: |
307.50 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.64 |
| Theta: |
-3.18 |
| Omega: |
6.87 |
| Rho: |
0.01 |
Quote data
| Open: |
2.730 |
| High: |
2.760 |
| Low: |
2.730 |
| Previous Close: |
2.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.21% |
| 1 Month |
|
|
+120.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.240 |
| 1M High / 1M Low: |
2.740 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
