BVT Call 200 Technology Select Sector SPDR Fund 20.12.2024
/ DE000VD3YQJ0
BVT Call 200 Technology Select Se.../ DE000VD3YQJ0 /
| 10/4/2024 8:56:35 AM |
Chg.- |
Bid8:18:39 AM |
Ask8:18:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
- |
2.86
Bid Size: 4,000 |
2.92
Ask Size: 4,000 |
- |
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: |
0.69 |
| Historic volatility: |
0.19 |
| Parity: |
0.53 |
| Time value: |
2.35 |
| Break-even: |
228.80 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.60 |
| Theta: |
-0.17 |
| Omega: |
4.30 |
| Rho: |
0.20 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.91% |
| 1 Month |
|
|
+50.85% |
| 3 Months |
|
|
-28.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.42 |
| 1M High / 1M Low: |
2.97 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
