BVT Put 160 Consumer Discr. Select Sector SPDR Fund 20.12.2024
/ DE000VD4BJ25
BVT Put 160 Consumer Discr. Selec.../ DE000VD4BJ25 /
2024-06-05 8:44:36 AM |
Chg.-0.030 |
Bid1:30:13 PM |
Ask1:30:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-8.11% |
0.340 Bid Size: 20,000 |
0.360 Ask Size: 20,000 |
- |
160.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
VD4BJ2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 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: |
-43.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
-1.47 |
Time value: |
0.37 |
Break-even: |
143.34 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
5.71% |
Delta: |
-0.22 |
Theta: |
-0.02 |
Omega: |
-9.60 |
Rho: |
-0.21 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.07% |
1 Month |
|
|
-12.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.360 |
1M High / 1M Low: |
0.450 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |