BVT Call 220 Technology Select Sector SPDR Fund 20.12.2024
/ DE000VD3YQN2
BVT Call 220 Technology Select Se.../ DE000VD3YQN2 /
| 11/8/2024 7:54:36 PM |
Chg.+0.030 |
Bid9:57:22 PM |
Ask9:57:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
+1.59% |
-
Bid Size: - |
-
Ask Size: - |
- |
220.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VD3YQN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
1.82 |
| Break-even: |
239.50 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
0.56 |
| Theta: |
-0.23 |
| Omega: |
6.34 |
| Rho: |
0.12 |
Quote data
| Open: |
1.980 |
| High: |
1.980 |
| Low: |
1.910 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.68% |
| 1 Month |
|
|
+10.98% |
| 3 Months |
|
|
+131.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.230 |
| 1M High / 1M Low: |
1.940 |
1.140 |
| 6M High / 6M Low: |
2.630 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.39% |
| Volatility 6M: |
|
208.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
