BVT Call 78 Consumer Staples Select SPDR Fund 16.08.2024
/ DE000VD7BB79
BVT Call 78 Consumer Staples Sele.../ DE000VD7BB79 /
| 2024-07-22 7:40:36 PM |
Chg.-0.002 |
Bid8:49:28 PM |
Ask8:49:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.109EUR |
-1.80% |
0.109
Bid Size: 94,000 |
0.119
Ask Size: 94,000 |
- |
78.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
VD7BB7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.09 |
| Parity: |
-0.63 |
| Time value: |
0.13 |
| Break-even: |
79.31 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
3.34 |
| Spread abs.: |
0.01 |
| Spread %: |
8.26% |
| Delta: |
0.27 |
| Theta: |
-0.06 |
| Omega: |
14.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.134 |
| High: |
0.134 |
| Low: |
0.109 |
| Previous Close: |
0.111 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.30% |
| 1 Month |
|
|
+1.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.164 |
0.074 |
| 1M High / 1M Low: |
0.164 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
459.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
