BVT Call 155 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD36ZN9
BVT Call 155 Healthcare Select Se.../ DE000VD36ZN9 /
| 2024-06-28 4:54:04 PM |
Chg.+0.040 |
Bid6:52:19 PM |
Ask6:52:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+10.26% |
0.400
Bid Size: 60,000 |
0.420
Ask Size: 60,000 |
- |
155.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
VD36ZN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.09 |
| Parity: |
-1.87 |
| Time value: |
0.42 |
| Break-even: |
159.20 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
9.92 |
| Rho: |
0.27 |
Quote data
| Open: |
0.390 |
| High: |
0.430 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
+43.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
0.460 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
