BVT Call 145 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD36ZM1
BVT Call 145 Healthcare Select Se.../ DE000VD36ZM1 /
| 8/2/2024 10:33:43 AM |
Chg.+0.010 |
Bid12:53:23 PM |
Ask12:53:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+0.83% |
1.190
Bid Size: 10,000 |
1.220
Ask Size: 10,000 |
- |
145.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD36ZM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.09 |
| Parity: |
-0.49 |
| Time value: |
1.26 |
| Break-even: |
157.60 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
5.88 |
| Rho: |
0.39 |
Quote data
| Open: |
1.210 |
| High: |
1.210 |
| Low: |
1.210 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+47.56% |
| 3 Months |
|
|
+72.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.150 |
| 1M High / 1M Low: |
1.220 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
