BVT Call 140 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD36ZR0
BVT Call 140 Healthcare Select Se.../ DE000VD36ZR0 /
| 2024-06-28 4:53:35 PM |
Chg.+0.070 |
Bid5:59:51 PM |
Ask5:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+5.56% |
1.310
Bid Size: 37,000 |
1.330
Ask Size: 37,000 |
- |
140.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
VD36ZR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.09 |
| Parity: |
-0.37 |
| Time value: |
1.30 |
| Break-even: |
153.00 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
5.73 |
| Rho: |
0.45 |
Quote data
| Open: |
1.280 |
| High: |
1.330 |
| Low: |
1.280 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.53% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.260 |
| 1M High / 1M Low: |
1.390 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
