BVT Call 130 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000VD4UQQ1
BVT Call 130 Healthcare Select Se.../ DE000VD4UQQ1 /
| 11/09/2024 08:42:29 |
Chg.+0.01 |
Bid10:38:35 |
Ask10:38:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+0.64% |
1.57
Bid Size: 12,000 |
1.58
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: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.10 |
| Parity: |
1.13 |
| Time value: |
0.47 |
| Break-even: |
146.00 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
7.53 |
| Rho: |
0.81 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.63% |
| 1 Month |
|
|
+11.27% |
| 3 Months |
|
|
+9.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.55 |
| 1M High / 1M Low: |
1.61 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
