BVT Call 480 GS 21.06.2024
/ DE000VD50NF2
BVT Call 480 GS 21.06.2024/ DE000VD50NF2 /
| 05/06/2024 19:41:23 |
Chg.+0.044 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+37.93% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
480.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VD50NF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
292.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-2.27 |
| Time value: |
0.14 |
| Break-even: |
442.54 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
2.59 |
| Spread abs.: |
0.02 |
| Spread %: |
17.21% |
| Delta: |
0.14 |
| Theta: |
-0.15 |
| Omega: |
42.18 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.185 |
| Low: |
0.125 |
| Previous Close: |
0.116 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.116 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
