BVT Call 175 Consumer Discr. Select Sector SPDR Fund 17.05.2024
/ DE000VD4BEZ8
BVT Call 175 Consumer Discr. Sele.../ DE000VD4BEZ8 /
| 15/05/2024 19:56:50 |
Chg.+0.030 |
Bid09:24:03 |
Ask09:24:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.410
Bid Size: 7,500 |
0.560
Ask Size: 7,500 |
- |
175.00 USD |
17/05/2024 |
Call |
Master data
| WKN: |
VD4BEZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
17/05/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
17/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.16 |
| Parity: |
0.34 |
| Time value: |
0.08 |
| Break-even: |
166.03 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.75 |
| Theta: |
-0.42 |
| Omega: |
29.63 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.02% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| 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: |
|
- |
