BVT Call 145 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD36ZM1
BVT Call 145 Healthcare Select Se.../ DE000VD36ZM1 /
| 15/11/2024 20:04:42 |
Chg.-0.150 |
Bid21:56:56 |
Ask21:56:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
- |
145.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD36ZM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.10 |
| Parity: |
-0.77 |
| Time value: |
0.57 |
| Break-even: |
150.70 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
9.98 |
| Rho: |
0.18 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.430 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.13% |
| 1 Month |
|
|
-64.29% |
| 3 Months |
|
|
-65.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.450 |
| 1M High / 1M Low: |
1.260 |
0.450 |
| 6M High / 6M Low: |
1.610 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.31% |
| Volatility 6M: |
|
107.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
