BVT Call 200 Technology Select Sector SPDR Fund 19.07.2024
/ DE000VD5KKA6
BVT Call 200 Technology Select Se.../ DE000VD5KKA6 /
| 2024-06-28 8:49:34 AM |
Chg.+0.15 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+6.15% |
-
Bid Size: - |
-
Ask Size: - |
- |
200.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
VD5KKA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.16 |
| Parity: |
1.11 |
| Time value: |
1.44 |
| Break-even: |
225.50 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
2.34 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.64 |
| Theta: |
-0.48 |
| Omega: |
5.29 |
| Rho: |
0.06 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.83% |
| 1 Month |
|
|
+90.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.21 |
| 1M High / 1M Low: |
3.04 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
