BVT Call 42 SPDR Financial Select Sector ETF 21.03.2025
/ DE000VD3YQ04
BVT Call 42 SPDR Financial Select.../ DE000VD3YQ04 /
| 15/11/2024 08:56:59 |
Chg.-0.47 |
Bid15:59:27 |
Ask15:59:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.01EUR |
-5.54% |
8.41
Bid Size: 10,000 |
8.46
Ask Size: 10,000 |
- |
42.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD3YQ0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.64 |
| Intrinsic value: |
5.13 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.13 |
| Parity: |
5.13 |
| Time value: |
3.20 |
| Break-even: |
50.33 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
0.60% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
4.07 |
| Rho: |
0.09 |
Quote data
| Open: |
8.01 |
| High: |
8.01 |
| Low: |
8.01 |
| Previous Close: |
8.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.98% |
| 1 Month |
|
|
+32.40% |
| 3 Months |
|
|
+144.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.48 |
7.35 |
| 1M High / 1M Low: |
8.48 |
5.33 |
| 6M High / 6M Low: |
8.48 |
2.10 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.90% |
| Volatility 6M: |
|
121.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
