BVT Call 240 SPDR GOLD TRUST GS 21.03.2025
/ DE000VD50PH3
BVT Call 240 SPDR GOLD TRUST GS 2.../ DE000VD50PH3 /
| 23/01/2025 09:05:52 |
Chg.-0.01 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-0.61% |
-
Bid Size: - |
-
Ask Size: - |
- |
240.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD50PH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
1.38 |
| Time value: |
0.32 |
| Break-even: |
247.59 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.80% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
11.52 |
| Rho: |
0.28 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.74% |
| 1 Month |
|
|
+66.33% |
| 3 Months |
|
|
-15.54% |
| YTD |
|
|
+94.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.30 |
| 1M High / 1M Low: |
1.64 |
0.84 |
| 6M High / 6M Low: |
2.30 |
0.57 |
| High (YTD): |
22/01/2025 |
1.64 |
| Low (YTD): |
06/01/2025 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.75% |
| Volatility 6M: |
|
162.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |