BVT Put 125 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD4FGW1
BVT Put 125 Healthcare Select Sec.../ DE000VD4FGW1 /
| 10/10/2024 20:01:11 |
Chg.-0.001 |
Bid08:00:11 |
Ask08:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-1.15% |
0.087
Bid Size: 10,000 |
0.098
Ask Size: 10,000 |
- |
125.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD4FGW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
18/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-145.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.10 |
| Parity: |
-1.48 |
| Time value: |
0.10 |
| Break-even: |
124.04 |
| Moneyness: |
0.89 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
12.94% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-17.31 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.085 |
| High: |
0.086 |
| Low: |
0.085 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
-7.53% |
| 3 Months |
|
|
-9.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.086 |
| 1M High / 1M Low: |
0.100 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
