BVT Call 135 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000VD48WA8
BVT Call 135 Healthcare Select Se.../ DE000VD48WA8 /
| 2024-09-26 10:32:25 AM |
Chg.+0.030 |
Bid12:20:06 PM |
Ask12:20:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+1.63% |
1.860
Bid Size: 9,000 |
1.900
Ask Size: 9,000 |
- |
135.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
VD48WA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.09 |
| Parity: |
0.21 |
| Time value: |
1.63 |
| Break-even: |
153.40 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
1.10% |
| Delta: |
0.59 |
| Theta: |
-0.08 |
| Omega: |
4.43 |
| Rho: |
0.20 |
Quote data
| Open: |
1.870 |
| High: |
1.870 |
| Low: |
1.870 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.62% |
| 1 Month |
|
|
-10.10% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.840 |
| 1M High / 1M Low: |
2.240 |
1.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
