BVT Call 86 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD4BLC2
BVT Call 86 SPDR S&P Biotech ETF .../ DE000VD4BLC2 /
| 24/01/2025 20:05:36 |
Chg.-0.010 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-1.18% |
-
Bid Size: - |
-
Ask Size: - |
- |
86.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD4BLC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
0.32 |
| Time value: |
0.59 |
| Break-even: |
95.10 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
6.05 |
| Rho: |
0.07 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.840 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.70% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-3.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.620 |
| 1M High / 1M Low: |
1.000 |
0.580 |
| 6M High / 6M Low: |
1.950 |
0.580 |
| High (YTD): |
07/01/2025 |
1.000 |
| Low (YTD): |
16/01/2025 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.99% |
| Volatility 6M: |
|
120.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |