BVT Put 170 Consumer Discr. Select Sector SPDR Fund 20.09.2024
/ DE000VD4URR7
BVT Put 170 Consumer Discr. Selec.../ DE000VD4URR7 /
| 2024-06-05 7:41:32 PM |
Chg.-0.020 |
Bid8:41:54 AM |
Ask8:41:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-7.69% |
0.232
Bid Size: 10,000 |
0.248
Ask Size: 10,000 |
- |
170.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD4URR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-62.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
0.83 |
| Time value: |
-0.57 |
| Break-even: |
167.40 |
| Moneyness: |
1.05 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.310 |
0.232 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
