BVT Call 150 Healthcare Select Sector SPDR Fund 20.12.2024
/ DE000VD4UQ15
BVT Call 150 Healthcare Select Se.../ DE000VD4UQ15 /
| 02/08/2024 19:46:30 |
Chg.-0.020 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-3.13% |
-
Bid Size: - |
-
Ask Size: - |
- |
150.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD4UQ1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.09 |
| Parity: |
-1.18 |
| Time value: |
0.69 |
| Break-even: |
156.90 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
8.03 |
| Rho: |
0.18 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.560 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.59% |
| 1 Month |
|
|
+121.43% |
| 3 Months |
|
|
+129.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.590 |
| 1M High / 1M Low: |
0.640 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
