BVT Call 160 Consumer Discr. Select Sector SPDR Fund 21.06.2024
/ DE000VD4UR55
BVT Call 160 Consumer Discr. Sele.../ DE000VD4UR55 /
| 2024-05-31 8:41:33 AM |
Chg.+0.17 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+14.29% |
-
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: |
11.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.16 |
| Parity: |
0.16 |
| Time value: |
1.23 |
| Break-even: |
173.90 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.56 |
| Theta: |
-0.31 |
| Omega: |
6.56 |
| Rho: |
0.04 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.43% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.19 |
| 1M High / 1M Low: |
1.58 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
