BVT Call 170 Consumer Discr. Select Sector SPDR Fund 21.06.2024
/ DE000VD4LNV7
BVT Call 170 Consumer Discr. Sele.../ DE000VD4LNV7 /
| 2024-05-31 7:50:57 PM |
Chg.-0.090 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-13.85% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
24.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.16 |
| Parity: |
-0.84 |
| Time value: |
0.66 |
| Break-even: |
176.60 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
3.67 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.41 |
| Theta: |
-0.23 |
| Omega: |
9.93 |
| Rho: |
0.03 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.520 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.13% |
| 1 Month |
|
|
-45.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.560 |
| 1M High / 1M Low: |
1.140 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
