BVT Call 190 Consumer Discr. Select Sector SPDR Fund 20.12.2024
/ DE000VD36YN2
BVT Call 190 Consumer Discr. Sele.../ DE000VD36YN2 /
| 2024-06-11 8:29:34 AM |
Chg.+0.020 |
Bid5:22:44 PM |
Ask5:22:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
0.520
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
- |
190.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
VD36YN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-2.44 |
| Time value: |
0.59 |
| Break-even: |
195.90 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
8.69 |
| Rho: |
0.24 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.00% |
| 1 Month |
|
|
-27.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.500 |
| 1M High / 1M Low: |
0.720 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.578 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
