BVT Call 150 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD4URY3
BVT Call 150 Healthcare Select Se.../ DE000VD4URY3 /
| 2024-09-17 10:20:37 AM |
Chg.+0.010 |
Bid11:28:29 AM |
Ask11:28:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+0.98% |
-
Bid Size: - |
-
Ask Size: - |
- |
150.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
VD4URY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.10 |
| Parity: |
-0.93 |
| Time value: |
1.05 |
| Break-even: |
160.50 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
6.24 |
| Rho: |
0.24 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.030 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.00% |
| 3 Months |
|
|
+51.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.030 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
11.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
