BVT Put 140 Consumer Discr. Select Sector SPDR Fund 21.03.2025
/ DE000VD4UQG2
BVT Put 140 Consumer Discr. Selec.../ DE000VD4UQG2 /
| 2024-06-05 8:03:31 PM |
Chg.-0.002 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
-1.45% |
-
Bid Size: - |
-
Ask Size: - |
- |
140.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD4UQG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-109.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
-2.17 |
| Time value: |
0.15 |
| Break-even: |
138.52 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
7.25% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-12.49 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.138 |
| High: |
0.140 |
| Low: |
0.136 |
| Previous Close: |
0.138 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
+7.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.138 |
| 1M High / 1M Low: |
0.160 |
0.136 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.149 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
