BVT Call 220 Technology Select Sector SPDR Fund 20.12.2024
/ DE000VD3YQN2
BVT Call 220 Technology Select Se.../ DE000VD3YQN2 /
| 18/10/2024 19:52:38 |
Chg.-0.100 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-5.52% |
-
Bid Size: - |
-
Ask Size: - |
- |
220.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD3YQN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.19 |
| Parity: |
-0.76 |
| Time value: |
1.71 |
| Break-even: |
237.10 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.50 |
| Theta: |
-0.17 |
| Omega: |
6.17 |
| Rho: |
0.15 |
Quote data
| Open: |
1.760 |
| High: |
1.790 |
| Low: |
1.710 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.84% |
| 1 Month |
|
|
+20.42% |
| 3 Months |
|
|
+8.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.630 |
| 1M High / 1M Low: |
1.940 |
1.140 |
| 6M High / 6M Low: |
2.630 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.385 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.30% |
| Volatility 6M: |
|
206.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
