BVT Put 165 Consumer Discr. Select Sector SPDR Fund 21.06.2024
/ DE000VD4BJB8
BVT Put 165 Consumer Discr. Selec.../ DE000VD4BJB8 /
| 2024-06-11 8:44:23 AM |
Chg.-0.007 |
Bid4:24:37 PM |
Ask4:24:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-58.33% |
0.007
Bid Size: 50,000 |
0.025
Ask Size: 50,000 |
- |
165.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VD4BJB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-662.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
-1.23 |
| Time value: |
0.03 |
| Break-even: |
153.05 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
13.26 |
| Spread abs.: |
0.02 |
| Spread %: |
400.00% |
| Delta: |
-0.06 |
| Theta: |
-0.05 |
| Omega: |
-42.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.012 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-87.18% |
| 1 Month |
|
|
-93.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.012 |
| 1M High / 1M Low: |
0.090 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
