BVT Call 88 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD36VS7
BVT Call 88 SPDR S&P Biotech ETF .../ DE000VD36VS7 /
| 24/01/2025 19:54:21 |
Chg.+0.030 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
0.00 |
| Time value: |
0.71 |
| Break-even: |
95.10 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.55 |
| Theta: |
-0.07 |
| Omega: |
6.79 |
| Rho: |
0.06 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.720 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.98% |
| 1 Month |
|
|
-7.59% |
| 3 Months |
|
|
-45.52% |
| YTD |
|
|
+1.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.500 |
| 1M High / 1M Low: |
0.860 |
0.480 |
| 6M High / 6M Low: |
1.830 |
0.480 |
| High (YTD): |
07/01/2025 |
0.860 |
| Low (YTD): |
16/01/2025 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.675 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.53% |
| Volatility 6M: |
|
129.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |