BVT Call 195 Technology Select Sector SPDR Fund 20.12.2024
/ DE000VD4LNF0
BVT Call 195 Technology Select Se.../ DE000VD4LNF0 /
| 07/10/2024 20:00:37 |
Chg.+0.130 |
Bid21:11:40 |
Ask21:11:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
+4.11% |
3.150
Bid Size: 23,000 |
3.170
Ask Size: 23,000 |
- |
195.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD4LNF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.19 |
| Parity: |
1.03 |
| Time value: |
2.24 |
| Break-even: |
227.70 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.63 |
| Theta: |
-0.18 |
| Omega: |
3.98 |
| Rho: |
0.20 |
Quote data
| Open: |
3.180 |
| High: |
3.290 |
| Low: |
3.140 |
| Previous Close: |
3.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.11% |
| 1 Month |
|
|
+82.78% |
| 3 Months |
|
|
-22.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.160 |
2.900 |
| 1M High / 1M Low: |
3.260 |
1.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
