BVT Call 195 Technology Select Sector SPDR Fund 21.03.2025
/ DE000VD4LNC7
BVT Call 195 Technology Select Se.../ DE000VD4LNC7 /
9/3/2024 9:05:55 AM |
Chg.-0.01 |
Bid11:45:45 AM |
Ask11:45:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.35EUR |
-0.30% |
3.21 Bid Size: 700 |
3.26 Ask Size: 700 |
- |
195.00 - |
3/21/2025 |
Call |
Master data
WKN: |
VD4LNC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 - |
Maturity: |
3/21/2025 |
Issue date: |
4/22/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.53 |
Historic volatility: |
0.18 |
Parity: |
0.41 |
Time value: |
3.00 |
Break-even: |
229.10 |
Moneyness: |
1.02 |
Premium: |
0.15 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.04 |
Spread %: |
1.19% |
Delta: |
0.62 |
Theta: |
-0.08 |
Omega: |
3.60 |
Rho: |
0.48 |
Quote data
Open: |
3.35 |
High: |
3.35 |
Low: |
3.35 |
Previous Close: |
3.36 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.62% |
1 Month |
|
|
+25.94% |
3 Months |
|
|
+15.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.57 |
3.06 |
1M High / 1M Low: |
3.80 |
2.01 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |