BVT Call 160 Consumer Discr. Select Sector SPDR Fund 20.06.2025
/ DE000VD4UN26
BVT Call 160 Consumer Discr. Sele.../ DE000VD4UN26 /
| 5/31/2024 7:50:27 PM |
Chg.-0.030 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-2.26% |
-
Bid Size: - |
-
Ask Size: - |
- |
160.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
VD4UN2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
4/24/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.16 |
| Parity: |
0.16 |
| Time value: |
1.18 |
| Break-even: |
173.40 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
8.00 |
| Rho: |
0.99 |
Quote data
| Open: |
1.320 |
| High: |
1.320 |
| Low: |
1.280 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.99% |
| 1 Month |
|
|
+0.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.300 |
| 1M High / 1M Low: |
1.410 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
