BVT Call 290 Vanguard Mega Cap Growth Index Fund ETF 21.06.2024
/ DE000VD36XE3
BVT Call 290 Vanguard Mega Cap Gr.../ DE000VD36XE3 /
| 18/06/2024 19:53:33 |
Chg.-0.020 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.460EUR |
-0.81% |
-
Bid Size: - |
-
Ask Size: - |
- |
290.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
VD36XE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
2.15 |
| Historic volatility: |
0.14 |
| Parity: |
0.38 |
| Time value: |
2.08 |
| Break-even: |
314.60 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.57 |
| Theta: |
-3.76 |
| Omega: |
6.76 |
| Rho: |
0.01 |
Quote data
| Open: |
2.380 |
| High: |
2.470 |
| Low: |
2.380 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.49% |
| 1 Month |
|
|
+278.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.480 |
1.460 |
| 1M High / 1M Low: |
2.480 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
