BVT Call 150 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD4URY3
BVT Call 150 Healthcare Select Se.../ DE000VD4URY3 /
| 15/08/2024 08:40:55 |
Chg.+0.040 |
Bid21:18:58 |
Ask21:18:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+5.26% |
0.830
Bid Size: 45,000 |
0.840
Ask Size: 45,000 |
- |
150.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD4URY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
24/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.10 |
| Parity: |
-1.22 |
| Time value: |
0.80 |
| Break-even: |
158.00 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
7.30 |
| Rho: |
0.30 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.15% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+50.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.540 |
| 1M High / 1M Low: |
0.760 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
