BVT Call 140 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000VD4UQW9
BVT Call 140 Healthcare Select Se.../ DE000VD4UQW9 /
9/17/2024 10:33:03 AM |
Chg.+0.010 |
Bid10:33:03 AM |
Ask10:33:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.410EUR |
+0.71% |
- Bid Size: - |
- Ask Size: - |
- |
140.00 - |
6/20/2025 |
Call |
Master data
WKN: |
VD4UQW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
6/20/2025 |
Issue date: |
4/24/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
9.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.27 |
Historic volatility: |
0.10 |
Parity: |
0.07 |
Time value: |
1.35 |
Break-even: |
154.20 |
Moneyness: |
1.01 |
Premium: |
0.10 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.71% |
Delta: |
0.59 |
Theta: |
-0.03 |
Omega: |
5.87 |
Rho: |
0.48 |
Quote data
Open: |
1.410 |
High: |
1.410 |
Low: |
1.410 |
Previous Close: |
1.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+2.17% |
3 Months |
|
|
+20.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.410 |
1.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
8.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |