BVT Call 84 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD4G9P3
BVT Call 84 SPDR S&P Biotech ETF .../ DE000VD4G9P3 /
| 1/9/2025 8:05:31 PM |
Chg.-0.010 |
Bid8:05:31 PM |
Ask8:05:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
- |
84.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD4G9P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/19/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
0.54 |
| Time value: |
0.55 |
| Break-even: |
94.90 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
5.43 |
| Rho: |
0.09 |
Quote data
| Open: |
1.050 |
| High: |
1.060 |
| Low: |
1.050 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.91% |
| 1 Month |
|
|
-32.91% |
| 3 Months |
|
|
-29.80% |
| YTD |
|
|
+4.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.030 |
| 1M High / 1M Low: |
1.580 |
0.930 |
| 6M High / 6M Low: |
2.090 |
0.930 |
| High (YTD): |
1/7/2025 |
1.150 |
| Low (YTD): |
1/2/2025 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.39% |
| Volatility 6M: |
|
107.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |