BVT Put 145 Consumer Discr. Select Sector SPDR Fund 21.03.2025
/ DE000VD4BH76
BVT Put 145 Consumer Discr. Selec.../ DE000VD4BH76 /
2024-06-05 8:44:37 AM |
Chg.-0.020 |
Bid10:05:54 AM |
Ask10:05:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-6.90% |
0.270 Bid Size: 13,000 |
0.290 Ask Size: 13,000 |
- |
145.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
VD4BH7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-17 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-53.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
-2.85 |
Time value: |
0.30 |
Break-even: |
130.25 |
Moneyness: |
0.82 |
Premium: |
0.19 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
7.14% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-7.59 |
Rho: |
-0.20 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.90% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.290 |
1M High / 1M Low: |
0.350 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.306 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |