BVT Call 150 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000VD48V41
BVT Call 150 Healthcare Select Se.../ DE000VD48V41 /
06/09/2024 08:19:01 |
Chg.-0.150 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-14.71% |
- Bid Size: - |
- Ask Size: - |
- |
150.00 - |
17/01/2025 |
Call |
Master data
WKN: |
VD48V4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
17/01/2025 |
Issue date: |
30/04/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.09 |
Parity: |
-1.11 |
Time value: |
0.87 |
Break-even: |
158.70 |
Moneyness: |
0.93 |
Premium: |
0.14 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.02 |
Spread %: |
2.35% |
Delta: |
0.43 |
Theta: |
-0.05 |
Omega: |
6.87 |
Rho: |
0.18 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.86% |
1 Month |
|
|
+89.13% |
3 Months |
|
|
+77.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.870 |
1M High / 1M Low: |
1.060 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.998 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.858 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |