BVT Call 45 SPDR Financial Select Sector ETF 20.06.2025
/ DE000VD9PSG7
BVT Call 45 SPDR Financial Select.../ DE000VD9PSG7 /
| 11/15/2024 2:02:15 PM |
Chg.-0.070 |
Bid4:17:49 PM |
Ask4:17:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.490EUR |
-1.07% |
6.710
Bid Size: 11,000 |
6.760
Ask Size: 11,000 |
- |
45.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
VD9PSG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/10/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.13 |
| Parity: |
2.13 |
| Time value: |
4.52 |
| Break-even: |
51.65 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
0.76% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.57 |
| Rho: |
0.14 |
Quote data
| Open: |
6.420 |
| High: |
6.490 |
| Low: |
6.420 |
| Previous Close: |
6.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.51% |
| 1 Month |
|
|
+38.38% |
| 3 Months |
|
|
+185.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.700 |
6.210 |
| 1M High / 1M Low: |
6.700 |
3.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
