BVT Call 80 VANGUARD REAL ESTATE ETF 17.01.2025
/ DE000VD48X23
BVT Call 80 VANGUARD REAL ESTATE .../ DE000VD48X23 /
| 1/10/2025 8:16:43 AM |
Chg.0.000 |
Bid9:12:45 AM |
Ask9:12:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
0.00% |
0.770
Bid Size: 13,000 |
0.800
Ask Size: 13,000 |
- |
80.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
VD48X2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/30/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.15 |
| Parity: |
0.50 |
| Time value: |
0.28 |
| Break-even: |
87.80 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
3.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.69 |
| Theta: |
-0.28 |
| Omega: |
7.50 |
| Rho: |
0.01 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.59% |
| 1 Month |
|
|
-49.67% |
| 3 Months |
|
|
-47.22% |
| YTD |
|
|
-10.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.760 |
| 1M High / 1M Low: |
1.510 |
0.750 |
| 6M High / 6M Low: |
1.810 |
0.680 |
| High (YTD): |
1/6/2025 |
0.950 |
| Low (YTD): |
1/9/2025 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.30% |
| Volatility 6M: |
|
108.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |