BVT Call 74 Consumer Staples Select SPDR Fund 17.01.2025
/ DE000VD48XQ2
BVT Call 74 Consumer Staples Sele.../ DE000VD48XQ2 /
| 10/2/2024 8:17:19 AM |
Chg.-0.050 |
Bid4:59:03 PM |
Ask4:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-5.32% |
0.870
Bid Size: 60,000 |
0.880
Ask Size: 60,000 |
- |
74.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
VD48XQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/30/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.09 |
| Parity: |
0.08 |
| Time value: |
0.85 |
| Break-even: |
83.30 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
4.70 |
| Rho: |
0.10 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.26% |
| 1 Month |
|
|
-1.11% |
| 3 Months |
|
|
+106.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.920 |
| 1M High / 1M Low: |
1.020 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
