BVT Call 220 SPDR GOLD TRUST GS 21.03.2025
/ DE000VD5KH41
BVT Call 220 SPDR GOLD TRUST GS 2.../ DE000VD5KH41 /
| 1/23/2025 8:56:04 AM |
Chg.-0.01 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.43EUR |
-0.29% |
-
Bid Size: - |
-
Ask Size: - |
- |
220.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD5KH4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/6/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.14 |
| Parity: |
3.30 |
| Time value: |
0.21 |
| Break-even: |
246.48 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.86% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
6.37 |
| Rho: |
0.29 |
Quote data
| Open: |
3.43 |
| High: |
3.43 |
| Low: |
3.43 |
| Previous Close: |
3.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.58% |
| 1 Month |
|
|
+36.65% |
| 3 Months |
|
|
-5.51% |
| YTD |
|
|
+45.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
3.02 |
| 1M High / 1M Low: |
3.44 |
2.35 |
| 6M High / 6M Low: |
3.94 |
1.22 |
| High (YTD): |
1/22/2025 |
3.44 |
| Low (YTD): |
1/6/2025 |
2.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.46% |
| Volatility 6M: |
|
105.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |