BVT Call 84 VANGUARD REAL ESTATE ETF 21.03.2025
/ DE000VD36Q67
BVT Call 84 VANGUARD REAL ESTATE .../ DE000VD36Q67 /
| 1/24/2025 8:04:56 PM |
Chg.+0.070 |
Bid9:54:57 PM |
Ask9:54:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+9.72% |
-
Bid Size: - |
-
Ask Size: - |
- |
84.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD36Q6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.15 |
| Parity: |
0.24 |
| Time value: |
0.54 |
| Break-even: |
91.80 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
6.71 |
| Rho: |
0.07 |
Quote data
| Open: |
0.760 |
| High: |
0.790 |
| Low: |
0.750 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.22% |
| 1 Month |
|
|
+11.27% |
| 3 Months |
|
|
-39.69% |
| YTD |
|
|
+12.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.710 |
| 1M High / 1M Low: |
0.820 |
0.480 |
| 6M High / 6M Low: |
1.540 |
0.480 |
| High (YTD): |
1/21/2025 |
0.820 |
| Low (YTD): |
1/10/2025 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.31% |
| Volatility 6M: |
|
101.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |