BVT Call 280 Vanguard Mega Cap Growth Index Fund ETF 21.06.2024
/ DE000VD4UX99
BVT Call 280 Vanguard Mega Cap Gr.../ DE000VD4UX99 /
19/06/2024 10:12:40 |
Chg.-0.020 |
Bid10:12:40 |
Ask10:12:40 |
Underlying |
Strike price |
Expiration date |
Option type |
2.740EUR |
-0.72% |
2.740 Bid Size: 6,000 |
2.780 Ask Size: 6,000 |
- |
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: |
10.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.42 |
Implied volatility: |
2.33 |
Historic volatility: |
0.14 |
Parity: |
1.42 |
Time value: |
1.35 |
Break-even: |
307.70 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
0.73% |
Delta: |
0.65 |
Theta: |
-4.74 |
Omega: |
6.86 |
Rho: |
0.01 |
Quote data
Open: |
2.740 |
High: |
2.740 |
Low: |
2.740 |
Previous Close: |
2.760 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.98% |
1 Month |
|
|
+119.20% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.760 |
2.610 |
1M High / 1M Low: |
2.760 |
1.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.682 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.892 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |