BVT Call 23 iShares FTSE China 25 Index Fund 17.01.2025
/ DE000VD4PNC8
BVT Call 23 iShares FTSE China 25.../ DE000VD4PNC8 /
| 10/01/2025 08:15:33 |
Chg.+0.04 |
Bid08:33:54 |
Ask08:33:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.29EUR |
+0.64% |
6.19
Bid Size: 3,000 |
-
Ask Size: - |
- |
23.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
VD4PNC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
23/04/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.61 |
| Intrinsic value: |
5.59 |
| Implied volatility: |
1.79 |
| Historic volatility: |
0.32 |
| Parity: |
5.59 |
| Time value: |
0.80 |
| Break-even: |
29.39 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
2.50 |
| Spread abs.: |
0.03 |
| Spread %: |
0.47% |
| Delta: |
0.83 |
| Theta: |
-0.12 |
| Omega: |
3.72 |
| Rho: |
0.00 |
Quote data
| Open: |
6.29 |
| High: |
6.29 |
| Low: |
6.29 |
| Previous Close: |
6.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.14% |
| 1 Month |
|
|
-22.35% |
| 3 Months |
|
|
-35.95% |
| YTD |
|
|
-18.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.01 |
6.17 |
| 1M High / 1M Low: |
8.39 |
6.17 |
| 6M High / 6M Low: |
12.63 |
2.95 |
| High (YTD): |
06/01/2025 |
7.01 |
| Low (YTD): |
07/01/2025 |
6.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.93% |
| Volatility 6M: |
|
126.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |