BVT Call 230 Technology Select Sector SPDR Fund 21.03.2025
/ DE000VD3YQQ5
BVT Call 230 Technology Select Se.../ DE000VD3YQQ5 /
7/17/2024 5:02:36 PM |
Chg.-0.380 |
Bid5:57:15 PM |
Ask5:57:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.800EUR |
-17.43% |
1.770 Bid Size: 29,000 |
1.790 Ask Size: 29,000 |
- |
230.00 - |
3/21/2025 |
Call |
Master data
WKN: |
VD3YQQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.16 |
Parity: |
-1.59 |
Time value: |
2.26 |
Break-even: |
252.60 |
Moneyness: |
0.93 |
Premium: |
0.18 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
0.89% |
Delta: |
0.50 |
Theta: |
-0.06 |
Omega: |
4.76 |
Rho: |
0.58 |
Quote data
Open: |
1.980 |
High: |
1.980 |
Low: |
1.800 |
Previous Close: |
2.180 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.53% |
1 Month |
|
|
-22.08% |
3 Months |
|
|
+130.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.450 |
2.090 |
1M High / 1M Low: |
2.450 |
1.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |