BVT Call 130 Healthcare Select Sector SPDR Fund 21.06.2024
/ DE000VD4UTL6
BVT Call 130 Healthcare Select Se.../ DE000VD4UTL6 /
| 2024-06-17 5:02:12 PM |
Chg.-0.010 |
Bid5:02:36 PM |
Ask5:02:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
-0.69% |
1.450
Bid Size: 47,000 |
1.490
Ask Size: 47,000 |
- |
130.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4UTL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
2.10 |
| Historic volatility: |
0.09 |
| Parity: |
0.63 |
| Time value: |
0.88 |
| Break-even: |
145.10 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.63 |
| Theta: |
-1.42 |
| Omega: |
5.67 |
| Rho: |
0.01 |
Quote data
| Open: |
1.470 |
| High: |
1.480 |
| Low: |
1.440 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.450 |
| 1M High / 1M Low: |
1.550 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
