BVT Call 44 SPDR Financial Select Sector ETF 21.03.2025
/ DE000VD4U902
BVT Call 44 SPDR Financial Select.../ DE000VD4U902 /
09/07/2024 08:40:44 |
Chg.+0.03 |
Bid19:11:42 |
Ask19:11:42 |
Underlying |
Strike price |
Expiration date |
Option type |
1.25EUR |
+2.46% |
1.41 Bid Size: 17,000 |
1.43 Ask Size: 17,000 |
- |
44.00 - |
21/03/2025 |
Call |
Master data
WKN: |
VD4U90 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 - |
Maturity: |
21/03/2025 |
Issue date: |
24/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
30.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.11 |
Parity: |
-5.73 |
Time value: |
1.25 |
Break-even: |
45.25 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
1.63% |
Delta: |
0.30 |
Theta: |
-0.01 |
Omega: |
9.25 |
Rho: |
0.07 |
Quote data
Open: |
1.25 |
High: |
1.25 |
Low: |
1.25 |
Previous Close: |
1.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.76% |
1 Month |
|
|
-1.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.33 |
1.16 |
1M High / 1M Low: |
1.40 |
1.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |