BVT Call 145 Healthcare Select Sector SPDR Fund 20.12.2024
/ DE000VD36ZU4
BVT Call 145 Healthcare Select Se.../ DE000VD36ZU4 /
2024-09-25 8:28:43 AM |
Chg.-0.10 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
-8.47% |
- Bid Size: - |
- Ask Size: - |
- |
145.00 - |
2024-12-20 |
Call |
Master data
WKN: |
VD36ZU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-16 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.09 |
Parity: |
-0.73 |
Time value: |
1.14 |
Break-even: |
156.40 |
Moneyness: |
0.95 |
Premium: |
0.14 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.02 |
Spread %: |
1.79% |
Delta: |
0.48 |
Theta: |
-0.09 |
Omega: |
5.83 |
Rho: |
0.13 |
Quote data
Open: |
1.08 |
High: |
1.08 |
Low: |
1.08 |
Previous Close: |
1.18 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.80% |
1 Month |
|
|
-15.63% |
3 Months |
|
|
+40.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.33 |
1.08 |
1M High / 1M Low: |
1.40 |
1.08 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |