BVT Call 130 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000VD4UQQ1
BVT Call 130 Healthcare Select Se.../ DE000VD4UQQ1 /
| 01/08/2024 10:11:02 |
Chg.-0.010 |
Bid12:52:52 |
Ask12:52:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-0.68% |
1.480
Bid Size: 12,000 |
1.490
Ask Size: 12,000 |
- |
130.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
VD4UQQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
24/04/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.09 |
| Parity: |
0.82 |
| Time value: |
0.66 |
| Break-even: |
144.80 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
7.27 |
| Rho: |
0.82 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.470 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.68% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
+19.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.460 |
| 1M High / 1M Low: |
1.480 |
1.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
27.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
