BVT Call 180 Consumer Discr. Select Sector SPDR Fund 20.12.2024
/ DE000VD36X76
BVT Call 180 Consumer Discr. Sele.../ DE000VD36X76 /
| 2024-10-31 7:45:29 PM |
Chg.-0.310 |
Bid8:59:57 PM |
Ask8:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
-13.90% |
-
Bid Size: - |
-
Ask Size: - |
- |
180.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
VD36X7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.16 |
| Parity: |
0.41 |
| Time value: |
1.75 |
| Break-even: |
201.60 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.59 |
| Theta: |
-0.20 |
| Omega: |
5.05 |
| Rho: |
0.12 |
Quote data
| Open: |
2.070 |
| High: |
2.100 |
| Low: |
1.920 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.52% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
+25.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
2.170 |
| 1M High / 1M Low: |
2.310 |
1.690 |
| 6M High / 6M Low: |
2.310 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.30% |
| Volatility 6M: |
|
150.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
