BVT Put 165 Consumer Discr. Select Sector SPDR Fund 20.09.2024
/ DE000VD4BJ09
BVT Put 165 Consumer Discr. Selec.../ DE000VD4BJ09 /
| 2024-06-06 8:43:43 AM |
Chg.-0.007 |
Bid10:12:21 AM |
Ask10:12:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.223EUR |
-3.04% |
0.222
Bid Size: 13,000 |
0.235
Ask Size: 13,000 |
- |
165.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VD4BJ0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-1.11 |
| Time value: |
0.23 |
| Break-even: |
149.41 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
5.91% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-15.03 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.223 |
| High: |
0.223 |
| Low: |
0.223 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.42% |
| 1 Month |
|
|
-20.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.230 |
| 1M High / 1M Low: |
0.330 |
0.226 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
