Certificate BANK VONTOBEL/CALL/ISHARES TRUST MSCI USA MOMENTUM FACTOR ET/180/0.1/15.11.24
Change-0.16 (-6.48%) Bid- Ask- Underlying price186.91 USD Last updateSep 27, 2024
06:34:04.659
UTC
Product classification
Warrants
ISIN
DE000VC3KL72
WKN
VC3KL7
Underlying price
USD 186.91
Underlying date/time
-
Strike
USD 180.00
Cap
-
Country underlying
-
Issue date
Sep 06, 2024
Maturity date
Nov 15, 2024
Denomination / nominal
-
Multiplier
1:10
Currency
EUR
Implied volatility
25.36%
Quanto
no
Listing
Stuttgart / Frankfurt - Certificates
Spread
-
Spread homogenised
-
Spread in %
-
Issue price
EUR 1.22
Initial valuation date
Sep 09, 2024
Final valuation date
Nov 15, 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 %
0.91%
Agio p.a. in %
5.54%
Leverage
8.09
Intrinsic Value
EUR 2.08
Time value
EUR 0.14
Break even
EUR 204.78
Moneyness
1.13
Implied volatility
25.36%
Historic volatility 30 days
-
Historic volatility 250 days
-
Omega
7.7909
Delta
0.9498
Gamma
0.0007
Vega
0.0068
Theta
-0.0035
Rho
0.0203