BVT Call 185 Consumer Discr. Select Sector SPDR Fund 20.12.2024
/ DE000VD36YF8
BVT Call 185 Consumer Discr. Sele.../ DE000VD36YF8 /
| 11/1/2024 8:28:09 AM |
Chg.+0.01 |
Bid10:06:03 AM |
Ask10:06:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+0.58% |
1.73
Bid Size: 7,000 |
1.78
Ask Size: 7,000 |
- |
185.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VD36YF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.16 |
| Parity: |
-0.40 |
| Time value: |
1.56 |
| Break-even: |
200.60 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
0.52 |
| Theta: |
-0.18 |
| Omega: |
6.00 |
| Rho: |
0.10 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.26% |
| 1 Month |
|
|
-8.95% |
| 3 Months |
|
|
+34.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.72 |
| 1M High / 1M Low: |
1.92 |
1.51 |
| 6M High / 6M Low: |
1.96 |
0.50 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.00% |
| Volatility 6M: |
|
174.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
