BVT Call 140 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD36ZR0
BVT Call 140 Healthcare Select Se.../ DE000VD36ZR0 /
| 2024-09-26 8:27:47 AM |
Chg.-0.02 |
Bid12:57:25 PM |
Ask12:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-1.20% |
1.61
Bid Size: 9,000 |
1.65
Ask Size: 9,000 |
- |
140.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
VD36ZR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.09 |
| Parity: |
-0.29 |
| Time value: |
1.60 |
| Break-even: |
156.00 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.55 |
| Theta: |
-0.05 |
| Omega: |
4.74 |
| Rho: |
0.29 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.58% |
| 1 Month |
|
|
-10.38% |
| 3 Months |
|
|
+22.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.66 |
| 1M High / 1M Low: |
1.99 |
1.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
