BVT Call 88 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD36VS7
BVT Call 88 SPDR S&P Biotech ETF .../ DE000VD36VS7 /
| 09/01/2025 19:54:47 |
Chg.-0.020 |
Bid08:04:00 |
Ask08:04:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.780
Bid Size: 5,000 |
0.820
Ask Size: 5,000 |
- |
88.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD36VS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
0.14 |
| Time value: |
0.67 |
| Break-even: |
96.10 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
6.42 |
| Rho: |
0.09 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.770 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-36.59% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.780 |
| 1M High / 1M Low: |
1.230 |
0.670 |
| 6M High / 6M Low: |
1.830 |
0.670 |
| High (YTD): |
07/01/2025 |
0.860 |
| Low (YTD): |
02/01/2025 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.42% |
| Volatility 6M: |
|
124.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |