BVT Call 175 Consumer Discr. Select Sector SPDR Fund 20.09.2024
/ DE000VD4BJY0
BVT Call 175 Consumer Discr. Sele.../ DE000VD4BJY0 /
| 2024-05-31 8:06:39 PM |
Chg.-0.050 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-6.49% |
-
Bid Size: - |
-
Ask Size: - |
- |
175.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD4BJY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.01 |
| Time value: |
0.78 |
| Break-even: |
169.47 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
11.56 |
| Rho: |
0.26 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.690 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.25% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.720 |
| 1M High / 1M Low: |
1.200 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
