BVT Put 125 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD4FGW1
BVT Put 125 Healthcare Select Sec.../ DE000VD4FGW1 /
| 11/14/2024 5:03:01 PM |
Chg.+0.004 |
Bid7:36:42 PM |
Ask7:36:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
+5.88% |
0.074
Bid Size: 62,000 |
0.085
Ask Size: 62,000 |
- |
125.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD4FGW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/18/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-180.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.10 |
| Parity: |
-1.40 |
| Time value: |
0.08 |
| Break-even: |
124.23 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-19.95 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.065 |
| High: |
0.072 |
| Low: |
0.065 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.77% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
-17.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.053 |
| 1M High / 1M Low: |
0.110 |
0.053 |
| 6M High / 6M Low: |
0.197 |
0.053 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.00% |
| Volatility 6M: |
|
185.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
