BVT Call 180 Consumer Discr. Select Sector SPDR Fund 21.06.2024
/ DE000VD4USA1
BVT Call 180 Consumer Discr. Sele.../ DE000VD4USA1 /
| 2024-05-16 2:04:57 PM |
Chg.-0.010 |
Bid2:31:46 PM |
Ask2:31:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.300
Bid Size: 9,400 |
0.360
Ask Size: 9,400 |
- |
180.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4USA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
51.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
-1.57 |
| Time value: |
0.32 |
| Break-even: |
183.20 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
2.01 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.27 |
| Theta: |
-0.10 |
| Omega: |
13.72 |
| Rho: |
0.04 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.42% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.280 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| 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: |
|
- |
