BVT Call 130 Healthcare Select Sector SPDR Fund 20.12.2024
/ DE000VD4UQ98
BVT Call 130 Healthcare Select Se.../ DE000VD4UQ98 /
| 2024-06-24 8:38:45 AM |
Chg.+0.06 |
Bid4:39:12 PM |
Ask4:39:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+4.20% |
1.50
Bid Size: 45,000 |
1.51
Ask Size: 45,000 |
- |
130.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
VD4UQ9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.09 |
| Parity: |
0.74 |
| Time value: |
0.74 |
| Break-even: |
144.80 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
6.45 |
| Rho: |
0.40 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.20% |
| 1 Month |
|
|
+7.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.40 |
| 1M High / 1M Low: |
1.45 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
