BVT Put 130 Healthcare Select Sector SPDR Fund 20.09.2024
/ DE000VD4URC9
BVT Put 130 Healthcare Select Sec.../ DE000VD4URC9 /
| 7/16/2024 8:41:31 AM |
Chg.+0.004 |
Bid3:44:49 PM |
Ask3:44:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
+400.00% |
0.001
Bid Size: 45,000 |
0.021
Ask Size: 45,000 |
- |
130.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD4URC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-677.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.09 |
| Parity: |
-0.56 |
| Time value: |
0.02 |
| Break-even: |
129.80 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
300.00% |
| Delta: |
-0.09 |
| Theta: |
0.00 |
| Omega: |
-58.97 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
-80.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.001 |
| 1M High / 1M Low: |
0.026 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
500.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
