BVT Call 145 Healthcare Select Sector SPDR Fund 16.08.2024
/ DE000VD7A9R2
BVT Call 145 Healthcare Select Se.../ DE000VD7A9R2 /
| 8/5/2024 8:28:04 AM |
Chg.-0.110 |
Bid3:42:13 PM |
Ask3:42:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-19.64% |
0.430
Bid Size: 36,000 |
0.510
Ask Size: 3,600 |
- |
145.00 - |
8/16/2024 |
Call |
Master data
| WKN: |
VD7A9R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
6/5/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.09 |
| Parity: |
-0.68 |
| Time value: |
0.64 |
| Break-even: |
151.40 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
19.41 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.42 |
| Theta: |
-0.41 |
| Omega: |
9.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+158.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.490 |
| 1M High / 1M Low: |
0.640 |
0.174 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
