BVT Put 130 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000VD48W73
BVT Put 130 Healthcare Select Sec.../ DE000VD48W73 /
| 2024-08-01 8:17:30 AM |
Chg.-0.003 |
Bid8:02:44 PM |
Ask8:02:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-3.53% |
0.078
Bid Size: 60,000 |
0.089
Ask Size: 60,000 |
- |
130.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
VD48W7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-150.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.09 |
| Parity: |
-0.82 |
| Time value: |
0.09 |
| Break-even: |
129.08 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
13.58% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-23.18 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.082 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
-25.45% |
| 3 Months |
|
|
-67.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.081 |
| 1M High / 1M Low: |
0.135 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
