BVT Call 170 Consumer Discr. Select Sector SPDR Fund 17.05.2024
/ DE000VD4LNM6
BVT Call 170 Consumer Discr. Sele.../ DE000VD4LNM6 /
| 2024-05-16 1:51:51 PM |
Chg.+0.020 |
Bid3:40:00 PM |
Ask3:40:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+2.38% |
0.800
Bid Size: 26,000 |
0.820
Ask Size: 26,000 |
- |
170.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
VD4LNM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
3.21 |
| Historic volatility: |
0.16 |
| Parity: |
-0.57 |
| Time value: |
0.86 |
| Break-even: |
178.60 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.45 |
| Theta: |
-5.48 |
| Omega: |
8.67 |
| Rho: |
0.00 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.49% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.750 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
