BVT Call 200 Consumer Discr. Select Sector SPDR Fund 21.03.2025
/ DE000VD36YJ0
BVT Call 200 Consumer Discr. Sele.../ DE000VD36YJ0 /
| 31/10/2024 08:28:22 |
Chg.-0.12 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-9.30% |
-
Bid Size: - |
-
Ask Size: - |
- |
200.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD36YJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
-1.59 |
| Time value: |
1.21 |
| Break-even: |
212.10 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
0.43 |
| Theta: |
-0.07 |
| Omega: |
6.53 |
| Rho: |
0.26 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.34% |
| 1 Month |
|
|
-16.43% |
| 3 Months |
|
|
+60.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.09 |
| 1M High / 1M Low: |
1.40 |
1.01 |
| 6M High / 6M Low: |
1.40 |
0.35 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.15% |
| Volatility 6M: |
|
175.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
