BVT Call 145 Healthcare Select Sector SPDR Fund 20.09.2024
/ DE000VD36ZT6
BVT Call 145 Healthcare Select Se.../ DE000VD36ZT6 /
| 2024-06-17 4:47:02 PM |
Chg.-0.020 |
Bid6:35:08 PM |
Ask6:35:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-4.44% |
0.440
Bid Size: 45,000 |
0.460
Ask Size: 45,000 |
- |
145.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD36ZT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.09 |
| Parity: |
-0.87 |
| Time value: |
0.48 |
| Break-even: |
149.80 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
10.88 |
| Rho: |
0.12 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
-18.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.440 |
| 1M High / 1M Low: |
0.570 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
