BVT Call 155 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000VD48WB6
BVT Call 155 Healthcare Select Se.../ DE000VD48WB6 /
| 8/5/2024 8:13:35 AM |
Chg.0.000 |
Bid2:40:51 PM |
Ask2:40:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
0.400
Bid Size: 23,000 |
0.460
Ask Size: 2,300 |
- |
155.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
VD48WB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/30/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.09 |
| Parity: |
-1.68 |
| Time value: |
0.54 |
| Break-even: |
160.40 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
8.68 |
| Rho: |
0.19 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.38% |
| 1 Month |
|
|
+110.78% |
| 3 Months |
|
|
+111.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.370 |
| 1M High / 1M Low: |
0.450 |
0.195 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
