BVT Call 185 Consumer Discr. Select Sector SPDR Fund 21.03.2025
/ DE000VD360G6
BVT Call 185 Consumer Discr. Sele.../ DE000VD360G6 /
| 2024-06-12 8:29:44 AM |
Chg.-0.03 |
Bid10:32:39 AM |
Ask10:32:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-2.70% |
1.05
Bid Size: 11,000 |
1.08
Ask Size: 11,000 |
- |
185.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
VD360G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-1.95 |
| Time value: |
1.08 |
| Break-even: |
195.80 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
6.37 |
| Rho: |
0.45 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-21.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.02 |
| 1M High / 1M Low: |
1.27 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
