BVT Call 230 SPDR GOLD TRUST GS 20.06.2025
/ DE000VD9SAB0
BVT Call 230 SPDR GOLD TRUST GS 2.../ DE000VD9SAB0 /
| 1/23/2025 8:04:49 PM |
Chg.-0.030 |
Bid8:00:38 AM |
Ask8:00:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
-1.04% |
3.000
Bid Size: 3,000 |
3.090
Ask Size: 3,000 |
- |
230.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VD9SAB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/11/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
2.34 |
| Time value: |
0.58 |
| Break-even: |
250.19 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.04% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
6.88 |
| Rho: |
0.70 |
Quote data
| Open: |
2.770 |
| High: |
2.860 |
| Low: |
2.770 |
| Previous Close: |
2.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.49% |
| 1 Month |
|
|
+51.32% |
| 3 Months |
|
|
-4.03% |
| YTD |
|
|
+50.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.890 |
2.500 |
| 1M High / 1M Low: |
2.890 |
1.900 |
| 6M High / 6M Low: |
3.440 |
1.040 |
| High (YTD): |
1/22/2025 |
2.890 |
| Low (YTD): |
1/6/2025 |
1.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.05% |
| Volatility 6M: |
|
113.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |