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: |
|
- |
