Certificate BANK VONTOBEL/CALL/ISHARES TRUST MSCI USA MOMENTUM FACTOR ET/200/0.1/20.09.24
Change-0.22 (-32.84%) Bid0.450 EUR Ask0.560 EUR Underlying price182.29 USD Last updateJul 18, 2024
06:49:41.989
UTC
Product classification
Warrants
ISIN
DE000VD4DYW9
WKN
VD4DYW
Underlying price
USD 182.29
Underlying date/time
-
Strike
USD 200.00
Cap
-
Country underlying
-
Issue date
Apr 17, 2024
Maturity date
Sep 20, 2024
Denomination / nominal
-
Multiplier
1:10
Currency
EUR
Implied volatility
24.77%
Quanto
no
Listing
Stuttgart / Frankfurt - Certificates
Spread
0.11
Spread homogenised
1.10
Spread in %
24.44%
Issue price
EUR 0.42
Initial valuation date
Apr 18, 2024
Final valuation date
Sep 20, 2024
Starting value
-
Settlement method
Cash settlement
Multiplier
1:10
Product currency
EUR
Underlying currency
USD
Tax treatment
-
Security type (eusipa Nr.)
Warrants (1130)
Warrants - type
PLAIN VANILLA
Agio in %
6.35%
Agio p.a. in %
34.46%
Leverage
31.67
Intrinsic Value
EUR 0.00
Time value
EUR 0.50
Break even
EUR 205.52
Moneyness
0.97
Implied volatility
24.77%
Historic volatility 30 days
-
Historic volatility 250 days
-
Omega
15.0113
Delta
0.4275
Gamma
0.0023
Vega
0.0291
Theta
-0.0063
Rho
0.0124