BVT Call 195 Technology Select Sector SPDR Fund 20.09.2024
/ DE000VD4LNJ2
BVT Call 195 Technology Select Se.../ DE000VD4LNJ2 /
03/09/2024 10:35:40 |
Chg.-0.090 |
Bid14:01:07 |
Ask14:01:07 |
Underlying |
Strike price |
Expiration date |
Option type |
2.320EUR |
-3.73% |
2.240 Bid Size: 9,000 |
2.280 Ask Size: 9,000 |
- |
195.00 - |
20/09/2024 |
Call |
Master data
WKN: |
VD4LNJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 - |
Maturity: |
20/09/2024 |
Issue date: |
22/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.41 |
Implied volatility: |
1.32 |
Historic volatility: |
0.18 |
Parity: |
0.41 |
Time value: |
2.04 |
Break-even: |
219.50 |
Moneyness: |
1.02 |
Premium: |
0.10 |
Premium p.a.: |
7.12 |
Spread abs.: |
0.04 |
Spread %: |
1.66% |
Delta: |
0.59 |
Theta: |
-0.66 |
Omega: |
4.77 |
Rho: |
0.04 |
Quote data
Open: |
2.320 |
High: |
2.320 |
Low: |
2.320 |
Previous Close: |
2.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.78% |
1 Month |
|
|
+49.68% |
3 Months |
|
|
+19.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.660 |
2.220 |
1M High / 1M Low: |
2.910 |
1.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |