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: |
|
- |