Certificate BANK VONTOBEL/PUT/ISHARES TRUST MSCI USA MOMENTUM FACTOR ET/145/0.1/20.12.24
Change+0.02 (+65.62%) Bid0.056 EUR Ask0.110 EUR Underlying price177.19 USD Last updateJul 18, 2024
06:59:35.031
UTC
Product classification
Warrants
ISIN
DE000VD4LL78
WKN
VD4LL7
Underlying price
USD 177.19
Underlying date/time
-
Strike
USD 145.00
Cap
-
Country underlying
-
Issue date
Apr 19, 2024
Maturity date
Dec 20, 2024
Denomination / nominal
-
Multiplier
1:10
Currency
EUR
Implied volatility
33.35%
Quanto
no
Listing
Stuttgart / Frankfurt - Certificates
Spread
0.05
Spread homogenised
0.54
Spread in %
96.43%
Issue price
EUR 0.30
Initial valuation date
Apr 22, 2024
Final valuation date
Dec 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 %
25.80%
Agio p.a. in %
60.41%
Leverage
161.16
Intrinsic Value
EUR 0.00
Time value
EUR 0.08
Break even
EUR 144.09
Moneyness
0.75
Implied volatility
33.35%
Historic volatility 30 days
-
Historic volatility 250 days
-
Omega
10.8452
Delta
-0.0508
Gamma
0.0003
Vega
0.0120
Theta
-0.0011
Rho
-0.0042