BVT Call 42 SPDR Financial Select Sector ETF 20.09.2024
/ DE000VD4VBC1
BVT Call 42 SPDR Financial Select.../ DE000VD4VBC1 /
| 7/9/2024 10:13:05 AM |
Chg.+0.040 |
Bid1:11:06 PM |
Ask1:11:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+4.55% |
0.920
Bid Size: 5,000 |
0.980
Ask Size: 5,000 |
- |
42.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
VD4VBC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
42.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.11 |
| Parity: |
-3.73 |
| Time value: |
0.91 |
| Break-even: |
42.91 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
12.28 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.37% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.880 |
| 1M High / 1M Low: |
1.170 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.882 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
