BVT Call 105 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD3YM99
BVT Call 105 SPDR S&P Biotech ETF.../ DE000VD3YM99 /
| 1/9/2025 8:09:37 PM |
Chg.-0.011 |
Bid8:39:16 AM |
Ask8:39:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
-8.46% |
0.131
Bid Size: 1,500 |
0.161
Ask Size: 1,500 |
- |
105.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD3YM9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-1.56 |
| Time value: |
0.14 |
| Break-even: |
106.41 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.01 |
| Spread %: |
7.63% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
12.06 |
| Rho: |
0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.121 |
| Low: |
0.118 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-63.94% |
| 3 Months |
|
|
-66.94% |
| YTD |
|
|
-14.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.119 |
| 1M High / 1M Low: |
0.330 |
0.119 |
| 6M High / 6M Low: |
0.860 |
0.119 |
| High (YTD): |
1/7/2025 |
0.147 |
| Low (YTD): |
1/9/2025 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.44% |
| Volatility 6M: |
|
176.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |