BVT Call 96 VANGUARD REAL ESTATE ETF 21.03.2025
/ DE000VD36QY5
BVT Call 96 VANGUARD REAL ESTATE .../ DE000VD36QY5 /
| 25/06/2024 08:26:25 |
Chg.+0.008 |
Bid11:12:22 |
Ask11:12:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.144EUR |
+5.88% |
0.142
Bid Size: 27,000 |
0.152
Ask Size: 27,000 |
- |
96.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD36QY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-1.71 |
| Time value: |
0.15 |
| Break-even: |
97.53 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
6.99% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
10.51 |
| Rho: |
0.11 |
Quote data
| Open: |
0.144 |
| High: |
0.144 |
| Low: |
0.144 |
| Previous Close: |
0.136 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.142 |
0.135 |
| 1M High / 1M Low: |
0.159 |
0.083 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
