BVT Call 155 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000VD48WB6
BVT Call 155 Healthcare Select Se.../ DE000VD48WB6 /
2024-09-26 10:22:22 AM |
Chg.+0.020 |
Bid11:46:06 AM |
Ask11:46:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+5.00% |
0.420 Bid Size: 14,000 |
0.450 Ask Size: 14,000 |
- |
155.00 - |
2025-01-17 |
Call |
Master data
WKN: |
VD48WB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2024-04-30 |
Last trading day: |
2025-01-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.09 |
Parity: |
-1.79 |
Time value: |
0.42 |
Break-even: |
159.20 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.02 |
Spread %: |
5.00% |
Delta: |
0.30 |
Theta: |
-0.04 |
Omega: |
9.67 |
Rho: |
0.11 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-31.15% |
1 Month |
|
|
-32.26% |
3 Months |
|
|
+50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.400 |
1M High / 1M Low: |
0.740 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.512 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |