BVT Call 140 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD36ZR0
BVT Call 140 Healthcare Select Se.../ DE000VD36ZR0 /
| 11/14/2024 8:30:07 AM |
Chg.-0.01 |
Bid9:15:34 PM |
Ask9:15:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-0.93% |
0.93
Bid Size: 37,000 |
0.95
Ask Size: 37,000 |
- |
140.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD36ZR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.10 |
| Parity: |
-0.10 |
| Time value: |
1.07 |
| Break-even: |
150.70 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
7.07 |
| Rho: |
0.23 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.40% |
| 1 Month |
|
|
-37.28% |
| 3 Months |
|
|
-32.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.07 |
| 1M High / 1M Low: |
1.79 |
1.07 |
| 6M High / 6M Low: |
1.99 |
0.93 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.98% |
| Volatility 6M: |
|
94.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
