BVT Call 170 Consumer Discr. Select Sector SPDR Fund 21.06.2024
/ DE000VD4LNV7
BVT Call 170 Consumer Discr. Sele.../ DE000VD4LNV7 /
| 2024-05-16 1:51:52 PM |
Chg.+0.020 |
Bid3:31:02 PM |
Ask3:31:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+1.96% |
0.990
Bid Size: 28,000 |
1.010
Ask Size: 28,000 |
- |
170.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4LNV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.16 |
| Parity: |
-0.57 |
| Time value: |
1.03 |
| Break-even: |
180.30 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.47 |
| Theta: |
-0.18 |
| Omega: |
7.58 |
| Rho: |
0.07 |
Quote data
| Open: |
1.030 |
| High: |
1.040 |
| Low: |
1.030 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.950 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| 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: |
|
- |
