BVT Call 88 SPDR S&P Biotech ETF 17.01.2025
/ DE000VD48WQ4
BVT Call 88 SPDR S&P Biotech ETF .../ DE000VD48WQ4 /
| 04/11/2024 19:53:20 |
Chg.+0.050 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+4.03% |
-
Bid Size: - |
-
Ask Size: - |
- |
88.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
VD48WQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
30/04/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.25 |
| Parity: |
0.31 |
| Time value: |
0.96 |
| Break-even: |
100.70 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.61 |
| Theta: |
-0.08 |
| Omega: |
4.40 |
| Rho: |
0.09 |
Quote data
| Open: |
1.260 |
| High: |
1.290 |
| Low: |
1.240 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
+13.16% |
| 3 Months |
|
|
+4.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.110 |
| 1M High / 1M Low: |
1.340 |
1.010 |
| 6M High / 6M Low: |
1.700 |
0.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.41% |
| Volatility 6M: |
|
121.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
