BVT Call 170 Consumer Discr. Select Sector SPDR Fund 21.06.2024
/ DE000VD4URX5
BVT Call 170 Consumer Discr. Sele.../ DE000VD4URX5 /
| 2024-06-06 10:30:23 AM |
Chg.+0.010 |
Bid12:46:37 PM |
Ask12:46:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+1.43% |
0.710
Bid Size: 10,000 |
0.750
Ask Size: 10,000 |
- |
170.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4URX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.16 |
| Parity: |
-0.72 |
| Time value: |
0.74 |
| Break-even: |
177.40 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
7.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.43 |
| Theta: |
-0.34 |
| Omega: |
9.40 |
| Rho: |
0.03 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.52% |
| 1 Month |
|
|
-31.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.540 |
| 1M High / 1M Low: |
1.030 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
