BVT Call 210 Technology Select Sector SPDR Fund 20.12.2024
/ DE000VD4UM01
BVT Call 210 Technology Select Se.../ DE000VD4UM01 /
17/09/2024 08:40:46 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.13EUR |
- |
- Bid Size: - |
- Ask Size: - |
- |
210.00 - |
20/12/2024 |
Call |
Master data
WKN: |
VD4UM0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 - |
Maturity: |
20/12/2024 |
Issue date: |
24/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
17.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
-0.70 |
Time value: |
1.19 |
Break-even: |
221.90 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.02 |
Spread %: |
1.71% |
Delta: |
0.48 |
Theta: |
-0.09 |
Omega: |
8.12 |
Rho: |
0.20 |
Quote data
Open: |
1.13 |
High: |
1.13 |
Low: |
1.13 |
Previous Close: |
1.14 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-3.42% |
3 Months |
|
|
-8.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.21 |
0.74 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |