BVT Call 145 Healthcare Select Sector SPDR Fund 20.12.2024
/ DE000VD36ZU4
BVT Call 145 Healthcare Select Se.../ DE000VD36ZU4 /
| 15/11/2024 08:29:54 |
Chg.-0.150 |
Bid13:35:52 |
Ask13:35:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-37.50% |
0.225
Bid Size: 22,000 |
0.240
Ask Size: 22,000 |
- |
145.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD36ZU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.10 |
| Parity: |
-0.77 |
| Time value: |
0.28 |
| Break-even: |
147.80 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.32 |
| Theta: |
-0.08 |
| Omega: |
15.87 |
| Rho: |
0.04 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
-78.45% |
| 3 Months |
|
|
-76.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.400 |
| 1M High / 1M Low: |
1.160 |
0.400 |
| 6M High / 6M Low: |
1.400 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.887 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.81% |
| Volatility 6M: |
|
146.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
