BVT Put 135 Healthcare Select Sector SPDR Fund 20.09.2024
/ DE000VD4DZC8
BVT Put 135 Healthcare Select Sec.../ DE000VD4DZC8 /
| 01/08/2024 08:46:49 |
Chg.-0.003 |
Bid21:45:10 |
Ask21:45:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-16.67% |
0.015
Bid Size: 60,000 |
0.026
Ask Size: 60,000 |
- |
135.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD4DZC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-552.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.09 |
| Parity: |
-0.32 |
| Time value: |
0.03 |
| Break-even: |
134.75 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
78.57% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-74.73 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-65.12% |
| 3 Months |
|
|
-91.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.015 |
| 1M High / 1M Low: |
0.053 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
651.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
