BVT Call 195 Technology Select Sector SPDR Fund 21.06.2024
/ DE000VD4LND5
BVT Call 195 Technology Select Se.../ DE000VD4LND5 /
2024-06-06 10:23:22 AM |
Chg.+0.060 |
Bid1:30:23 PM |
Ask1:30:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.000EUR |
+3.09% |
2.010 Bid Size: 9,000 |
2.050 Ask Size: 9,000 |
- |
195.00 - |
2024-06-21 |
Call |
Master data
WKN: |
VD4LND |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-22 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.34 |
Implied volatility: |
1.15 |
Historic volatility: |
0.16 |
Parity: |
0.34 |
Time value: |
1.67 |
Break-even: |
215.10 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
6.11 |
Spread abs.: |
0.02 |
Spread %: |
1.01% |
Delta: |
0.58 |
Theta: |
-0.61 |
Omega: |
5.71 |
Rho: |
0.04 |
Quote data
Open: |
2.000 |
High: |
2.000 |
Low: |
2.000 |
Previous Close: |
1.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+69.49% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.940 |
1.230 |
1M High / 1M Low: |
2.040 |
1.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.544 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.635 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |