BVT Put 135 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD4FGV3
BVT Put 135 Healthcare Select Sec.../ DE000VD4FGV3 /
| 7/8/2024 7:47:17 PM |
Chg.-0.009 |
Bid9:52:07 PM |
Ask9:52:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.231EUR |
-3.75% |
-
Bid Size: - |
-
Ask Size: - |
- |
135.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD4FGV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/18/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.09 |
| Parity: |
0.16 |
| Time value: |
0.08 |
| Break-even: |
132.61 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
4.37% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-22.35 |
| Rho: |
-0.39 |
Quote data
| Open: |
0.232 |
| High: |
0.232 |
| Low: |
0.224 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.75% |
| 1 Month |
|
|
+0.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.231 |
| 1M High / 1M Low: |
0.310 |
0.214 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
