BVT Put 115 SPDR Energy Select Sector ETF 20.12.2024
/ DE000VD4UCC1
BVT Put 115 SPDR Energy Select Se.../ DE000VD4UCC1 /
2024-05-31 8:41:24 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-1.19% |
- Bid Size: - |
- Ask Size: - |
- |
115.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD4UCC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-24 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-10.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.68 |
Intrinsic value: |
2.91 |
Implied volatility: |
- |
Historic volatility: |
0.17 |
Parity: |
2.91 |
Time value: |
-2.10 |
Break-even: |
106.90 |
Moneyness: |
1.34 |
Premium: |
-0.24 |
Premium p.a.: |
-0.40 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.22% |
1 Month |
|
|
+18.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.810 |
1M High / 1M Low: |
0.840 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.789 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
33.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |