BVT Call 90 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD3YM65
BVT Call 90 SPDR S&P Biotech ETF .../ DE000VD3YM65 /
| 1/9/2025 8:04:57 PM |
Chg.-0.020 |
Bid8:04:57 PM |
Ask8:04:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-2.99% |
-
Bid Size: - |
-
Ask Size: - |
- |
90.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD3YM6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-0.06 |
| Time value: |
0.68 |
| Break-even: |
96.80 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
7.05 |
| Rho: |
0.08 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.17% |
| 1 Month |
|
|
-42.48% |
| 3 Months |
|
|
-41.44% |
| YTD |
|
|
+3.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.630 |
| 1M High / 1M Low: |
1.130 |
0.570 |
| 6M High / 6M Low: |
1.690 |
0.570 |
| High (YTD): |
1/7/2025 |
0.730 |
| Low (YTD): |
1/2/2025 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.56% |
| Volatility 6M: |
|
129.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |