BVT Call 130 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD4UR14
BVT Call 130 Healthcare Select Se.../ DE000VD4UR14 /
| 2024-06-28 8:39:57 AM |
Chg.0.00 |
Bid4:56:58 PM |
Ask4:56:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
0.00% |
1.44
Bid Size: 45,000 |
1.45
Ask Size: 45,000 |
- |
130.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
VD4UR1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.09 |
| Parity: |
0.63 |
| Time value: |
0.81 |
| Break-even: |
144.40 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
6.62 |
| Rho: |
0.59 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.70% |
| 1 Month |
|
|
+5.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.42 |
| 1M High / 1M Low: |
1.47 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
