BVT Call 41 SPDR Financial Select Sector ETF 20.12.2024
/ DE000VD3YRE9
BVT Call 41 SPDR Financial Select.../ DE000VD3YRE9 /
| 11/10/2024 10:19:47 |
Chg.+0.20 |
Bid19:42:27 |
Ask19:42:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.07EUR |
+4.11% |
5.73
Bid Size: 11,000 |
5.78
Ask Size: 11,000 |
- |
41.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD3YRE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.11 |
| Parity: |
0.72 |
| Time value: |
4.41 |
| Break-even: |
46.13 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.05 |
| Spread %: |
0.98% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
4.79 |
| Rho: |
0.04 |
Quote data
| Open: |
5.07 |
| High: |
5.07 |
| Low: |
5.07 |
| Previous Close: |
4.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.45% |
| 1 Month |
|
|
+20.14% |
| 3 Months |
|
|
+89.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.03 |
4.43 |
| 1M High / 1M Low: |
5.05 |
4.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
