BVT Put 120 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000VD4UR63
BVT Put 120 Healthcare Select Sec.../ DE000VD4UR63 /
8/1/2024 8:39:47 AM |
Chg.-0.004 |
Bid11:29:22 AM |
Ask11:29:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
-5.71% |
0.066 Bid Size: 12,000 |
0.076 Ask Size: 12,000 |
- |
120.00 - |
6/20/2025 |
Put |
Master data
WKN: |
VD4UR6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
6/20/2025 |
Issue date: |
4/24/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-181.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.09 |
Parity: |
-1.82 |
Time value: |
0.08 |
Break-even: |
119.24 |
Moneyness: |
0.87 |
Premium: |
0.14 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
15.15% |
Delta: |
-0.09 |
Theta: |
0.00 |
Omega: |
-15.52 |
Rho: |
-0.11 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.070 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.45% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
-52.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.076 |
0.062 |
1M High / 1M Low: |
0.096 |
0.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |