BVT Call 165 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD7SX25
BVT Call 165 Healthcare Select Se.../ DE000VD7SX25 /
| 8/2/2024 10:33:53 AM |
Chg.+0.004 |
Bid12:48:44 PM |
Ask12:48:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.226EUR |
+1.80% |
0.216
Bid Size: 16,000 |
0.227
Ask Size: 16,000 |
- |
165.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD7SX2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.09 |
| Parity: |
-2.49 |
| Time value: |
0.25 |
| Break-even: |
167.50 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.21 |
| Theta: |
-0.02 |
| Omega: |
11.88 |
| Rho: |
0.17 |
Quote data
| Open: |
0.226 |
| High: |
0.226 |
| Low: |
0.226 |
| Previous Close: |
0.222 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.74% |
| 1 Month |
|
|
+117.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.213 |
| 1M High / 1M Low: |
0.233 |
0.094 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
