BVT Call 92 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD3YNA6
BVT Call 92 SPDR S&P Biotech ETF .../ DE000VD3YNA6 /
| 09/01/2025 19:54:28 |
Chg.-0.020 |
Bid08:04:36 |
Ask08:04:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-3.57% |
0.540
Bid Size: 6,000 |
0.580
Ask Size: 6,000 |
- |
92.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD3YNA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-0.26 |
| Time value: |
0.57 |
| Break-even: |
97.70 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.49 |
| Theta: |
-0.05 |
| Omega: |
7.64 |
| Rho: |
0.07 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.530 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
-41.30% |
| YTD |
|
|
+8.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.540 |
| 1M High / 1M Low: |
0.960 |
0.470 |
| 6M High / 6M Low: |
1.570 |
0.470 |
| High (YTD): |
07/01/2025 |
0.610 |
| Low (YTD): |
02/01/2025 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.04% |
| Volatility 6M: |
|
140.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |