BVT Call 200 Technology Select Sector SPDR Fund 20.12.2024
/ DE000VD3YQJ0
BVT Call 200 Technology Select Se.../ DE000VD3YQJ0 /
10/7/2024 8:04:04 PM |
Chg.+0.090 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.860EUR |
+3.25% |
- Bid Size: - |
- Ask Size: - |
- |
200.00 - |
12/20/2024 |
Call |
Master data
WKN: |
VD3YQJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.70 |
Historic volatility: |
0.19 |
Parity: |
0.53 |
Time value: |
2.35 |
Break-even: |
228.80 |
Moneyness: |
1.03 |
Premium: |
0.11 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.02 |
Spread %: |
0.70% |
Delta: |
0.60 |
Theta: |
-0.18 |
Omega: |
4.30 |
Rho: |
0.19 |
Quote data
Open: |
2.800 |
High: |
2.860 |
Low: |
2.750 |
Previous Close: |
2.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+90.67% |
3 Months |
|
|
-26.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.770 |
2.510 |
1M High / 1M Low: |
2.870 |
1.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.504 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |