BVT Put 110 Industrial Select Sector SPDR Fund 20.09.2024
/ DE000VD4UGT6
BVT Put 110 Industrial Select Sec.../ DE000VD4UGT6 /
8/20/2024 7:52:54 PM |
Chg.0.000 |
Bid8:00:12 AM |
Ask8:00:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
- |
110.00 - |
9/20/2024 |
Put |
Master data
WKN: |
VD4UGT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
9/20/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
8/21/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-120.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.12 |
Parity: |
-0.55 |
Time value: |
0.10 |
Break-even: |
109.04 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
1.09 |
Spread abs.: |
0.10 |
Spread %: |
9,500.00% |
Delta: |
-0.21 |
Theta: |
-0.04 |
Omega: |
-25.44 |
Rho: |
-0.02 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-90.91% |
3 Months |
|
|
-97.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.084 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
7,180.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |