BVT Call 150 Healthcare Select Sector SPDR Fund 20.09.2024
/ DE000VD36ZB4
BVT Call 150 Healthcare Select Se.../ DE000VD36ZB4 /
| 2024-06-25 10:25:28 AM |
Chg.-0.010 |
Bid10:38:02 AM |
Ask10:38:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.240
Bid Size: 15,000 |
0.260
Ask Size: 15,000 |
- |
150.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD36ZB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.09 |
| Parity: |
-1.30 |
| Time value: |
0.27 |
| Break-even: |
152.70 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.27 |
| Theta: |
-0.04 |
| Omega: |
13.95 |
| Rho: |
0.08 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.21% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.186 |
| 1M High / 1M Low: |
0.260 |
0.107 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
