BVT Call 41 SPDR Financial Select Sector ETF 17.01.2025
/ DE000VD48VN3
BVT Call 41 SPDR Financial Select.../ DE000VD48VN3 /
| 14/11/2024 20:03:28 |
Chg.-0.180 |
Bid09:26:07 |
Ask09:26:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.620EUR |
-2.05% |
8.380
Bid Size: 3,000 |
8.500
Ask Size: 3,000 |
- |
41.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
VD48VN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
30/04/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.32 |
| Intrinsic value: |
6.10 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.13 |
| Parity: |
6.10 |
| Time value: |
2.66 |
| Break-even: |
49.76 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
0.57% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
3.99 |
| Rho: |
0.05 |
Quote data
| Open: |
8.910 |
| High: |
8.910 |
| Low: |
8.620 |
| Previous Close: |
8.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
+34.48% |
| 3 Months |
|
|
+134.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.800 |
8.270 |
| 1M High / 1M Low: |
8.800 |
5.590 |
| 6M High / 6M Low: |
8.800 |
2.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.213 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.36% |
| Volatility 6M: |
|
120.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
