BVT Call 82 VANGUARD REAL ESTATE ETF 17.01.2025
/ DE000VD48XY6
BVT Call 82 VANGUARD REAL ESTATE .../ DE000VD48XY6 /
| 1/10/2025 8:16:48 AM |
Chg.0.000 |
Bid9:12:26 AM |
Ask9:12:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.580
Bid Size: 13,000 |
0.610
Ask Size: 13,000 |
- |
82.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
VD48XY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/30/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.15 |
| Parity: |
0.30 |
| Time value: |
0.29 |
| Break-even: |
87.90 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
3.56 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.64 |
| Theta: |
-0.25 |
| Omega: |
9.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-56.82% |
| 3 Months |
|
|
-55.12% |
| YTD |
|
|
-14.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.570 |
| 1M High / 1M Low: |
1.320 |
0.570 |
| 6M High / 6M Low: |
1.620 |
0.550 |
| High (YTD): |
1/6/2025 |
0.760 |
| Low (YTD): |
1/9/2025 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.03% |
| Volatility 6M: |
|
125.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |