BVT Call 170 Consumer Discr. Select Sector SPDR Fund 21.06.2024
/ DE000VD4LNV7
BVT Call 170 Consumer Discr. Sele.../ DE000VD4LNV7 /
2024-06-05 8:59:59 AM |
Chg.+0.060 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+9.38% |
- 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: |
23.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.16 |
Parity: |
-0.83 |
Time value: |
0.69 |
Break-even: |
176.90 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
6.74 |
Spread abs.: |
0.02 |
Spread %: |
2.99% |
Delta: |
0.41 |
Theta: |
-0.32 |
Omega: |
9.61 |
Rho: |
0.03 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+55.56% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.450 |
1M High / 1M Low: |
1.180 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.632 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.852 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |