BVT Call 140 Healthcare Select Sector SPDR Fund 20.09.2024
/ DE000VD4UQ64
BVT Call 140 Healthcare Select Se.../ DE000VD4UQ64 /
| 02/08/2024 08:37:28 |
Chg.+0.06 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+6.06% |
-
Bid Size: - |
-
Ask Size: - |
- |
140.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
VD4UQ6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.09 |
| Parity: |
-0.18 |
| Time value: |
1.10 |
| Break-even: |
151.00 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.53 |
| Theta: |
-0.13 |
| Omega: |
6.62 |
| Rho: |
0.08 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
0.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.25% |
| 1 Month |
|
|
+54.41% |
| 3 Months |
|
|
+77.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.99 |
| 1M High / 1M Low: |
1.10 |
0.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
