BVT Call 96 SPDR S&P Biotech ETF 16.05.2025
/ DE000VC9W8B2
BVT Call 96 SPDR S&P Biotech ETF .../ DE000VC9W8B2 /
| 1/24/2025 7:45:15 PM |
Chg.+0.010 |
Bid9:56:18 PM |
Ask9:56:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+2.17% |
-
Bid Size: - |
-
Ask Size: - |
- |
96.00 - |
5/16/2025 |
Call |
Master data
| WKN: |
VC9W8B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 - |
| Maturity: |
5/16/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
5/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.80 |
| Time value: |
0.46 |
| Break-even: |
100.60 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.39 |
| Theta: |
-0.03 |
| Omega: |
7.54 |
| Rho: |
0.09 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.24% |
| 1 Month |
|
|
-14.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
-7.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.350 |
| 1M High / 1M Low: |
0.590 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.590 |
| Low (YTD): |
1/16/2025 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |