BVT Call 175 Consumer Discr. Select Sector SPDR Fund 19.07.2024
/ DE000VD5KFC2
BVT Call 175 Consumer Discr. Sele.../ DE000VD5KFC2 /
| 2024-06-12 8:53:11 AM |
Chg.-0.030 |
Bid8:01:26 PM |
Ask8:01:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-5.26% |
0.650
Bid Size: 35,000 |
0.670
Ask Size: 35,000 |
- |
175.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
VD5KFC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.16 |
| Parity: |
-0.95 |
| Time value: |
0.55 |
| Break-even: |
180.50 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.38 |
| Theta: |
-0.12 |
| Omega: |
11.34 |
| Rho: |
0.06 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.20% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.490 |
| 1M High / 1M Low: |
0.800 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
