BVT Call 150 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD36ZE8
BVT Call 150 Healthcare Select Se.../ DE000VD36ZE8 /
| 14/11/2024 19:44:50 |
Chg.-0.070 |
Bid21:50:58 |
Ask21:50:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-17.50% |
0.290
Bid Size: 57,000 |
0.310
Ask Size: 57,000 |
- |
150.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD36ZE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.10 |
| Parity: |
-1.10 |
| Time value: |
0.41 |
| Break-even: |
154.10 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
11.63 |
| Rho: |
0.15 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.320 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-63.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.400 |
| 1M High / 1M Low: |
0.990 |
0.400 |
| 6M High / 6M Low: |
1.260 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.785 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.84% |
| Volatility 6M: |
|
125.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
