BVT Call 40 SPDR Financial Select Sector ETF 20.06.2025
/ DE000VD9PRR6
BVT Call 40 SPDR Financial Select.../ DE000VD9PRR6 /
| 11/15/2024 8:48:10 AM |
Chg.-0.47 |
Bid9:06:49 AM |
Ask9:06:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.40EUR |
-4.32% |
10.41
Bid Size: 2,000 |
10.55
Ask Size: 2,000 |
- |
40.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
VD9PRR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/10/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.88 |
| Intrinsic value: |
7.10 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.13 |
| Parity: |
7.10 |
| Time value: |
3.66 |
| Break-even: |
50.76 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
0.47% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.30 |
| Rho: |
0.15 |
Quote data
| Open: |
10.40 |
| High: |
10.40 |
| Low: |
10.40 |
| Previous Close: |
10.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.58% |
| 1 Month |
|
|
+25.91% |
| 3 Months |
|
|
+100.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.87 |
9.85 |
| 1M High / 1M Low: |
10.87 |
7.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
