BVT Call 96 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD3YM08
BVT Call 96 SPDR S&P Biotech ETF .../ DE000VD3YM08 /
| 1/10/2025 10:12:57 AM |
Chg.0.000 |
Bid11:37:08 AM |
Ask11:37:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
0.00% |
0.360
Bid Size: 24,000 |
0.370
Ask Size: 24,000 |
- |
96.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD3YM0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-0.65 |
| Time value: |
0.39 |
| Break-even: |
99.90 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
8.95 |
| Rho: |
0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-50.68% |
| 3 Months |
|
|
-49.30% |
| YTD |
|
|
+2.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.730 |
0.330 |
| 6M High / 6M Low: |
1.350 |
0.330 |
| High (YTD): |
1/7/2025 |
0.400 |
| Low (YTD): |
1/2/2025 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.86% |
| Volatility 6M: |
|
151.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |