BVT Put 150 Consumer Discr. Select Sector SPDR Fund 20.12.2024
/ DE000VD4BJG7
BVT Put 150 Consumer Discr. Selec.../ DE000VD4BJG7 /
| 2024-06-05 8:44:36 AM |
Chg.-0.011 |
Bid9:58:19 AM |
Ask9:58:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.219EUR |
-4.78% |
0.220
Bid Size: 13,000 |
0.233
Ask Size: 13,000 |
- |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VD4BJG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-68.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-2.39 |
| Time value: |
0.24 |
| Break-even: |
135.49 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
5.83% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-9.77 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.219 |
| High: |
0.219 |
| Low: |
0.219 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.77% |
| 1 Month |
|
|
-12.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.290 |
0.223 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
