BVT Call 160 Consumer Discr. Select Sector SPDR Fund 21.06.2024
/ DE000VD4UR55
BVT Call 160 Consumer Discr. Sele.../ DE000VD4UR55 /
| 2024-06-05 8:03:36 PM |
Chg.+0.070 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+4.90% |
-
Bid Size: - |
-
Ask Size: - |
- |
160.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4UR5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.16 |
| Parity: |
0.17 |
| Time value: |
1.28 |
| Break-even: |
174.50 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
4.67 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.57 |
| Theta: |
-0.43 |
| Omega: |
6.30 |
| Rho: |
0.03 |
Quote data
| Open: |
1.450 |
| High: |
1.500 |
| Low: |
1.450 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.94% |
| 1 Month |
|
|
+2.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.320 |
| 1M High / 1M Low: |
1.550 |
1.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
