BVT Call 155 Healthcare Select Sector SPDR Fund 20.12.2024
/ DE000VD36ZF5
BVT Call 155 Healthcare Select Se.../ DE000VD36ZF5 /
| 10/07/2024 08:28:29 |
Chg.+0.005 |
Bid20:39:27 |
Ask20:39:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
+2.84% |
0.214
Bid Size: 60,000 |
0.225
Ask Size: 60,000 |
- |
155.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD36ZF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.09 |
| Parity: |
-2.10 |
| Time value: |
0.20 |
| Break-even: |
157.00 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
5.82% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
13.46 |
| Rho: |
0.11 |
Quote data
| Open: |
0.181 |
| High: |
0.181 |
| Low: |
0.181 |
| Previous Close: |
0.176 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.16% |
| 1 Month |
|
|
-27.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.185 |
0.161 |
| 1M High / 1M Low: |
0.280 |
0.161 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
