BVT Call 195 Consumer Discr. Select Sector SPDR Fund 20.12.2024
/ DE000VD36YG6
BVT Call 195 Consumer Discr. Sele.../ DE000VD36YG6 /
| 10/31/2024 8:05:29 PM |
Chg.-0.190 |
Bid8:59:34 PM |
Ask8:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-17.76% |
-
Bid Size: - |
-
Ask Size: - |
- |
195.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VD36YG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.16 |
| Parity: |
-1.09 |
| Time value: |
1.04 |
| Break-even: |
205.40 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.43 |
| Theta: |
-0.15 |
| Omega: |
7.66 |
| Rho: |
0.09 |
Quote data
| Open: |
0.970 |
| High: |
0.980 |
| Low: |
0.880 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-26.05% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.040 |
| 1M High / 1M Low: |
1.210 |
0.670 |
| 6M High / 6M Low: |
1.240 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.658 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.56% |
| Volatility 6M: |
|
223.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
