BVT Put 135 Industrial Select Sector SPDR Fund 20.09.2024
/ DE000VD4UHF3
BVT Put 135 Industrial Select Sec.../ DE000VD4UHF3 /
23/08/2024 08:42:33 |
Chg.+0.030 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+6.12% |
- Bid Size: - |
- Ask Size: - |
- |
135.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD4UHF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 - |
Maturity: |
20/09/2024 |
Issue date: |
24/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-25.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.91 |
Intrinsic value: |
1.95 |
Implied volatility: |
- |
Historic volatility: |
0.12 |
Parity: |
1.95 |
Time value: |
-1.49 |
Break-even: |
130.40 |
Moneyness: |
1.17 |
Premium: |
-0.13 |
Premium p.a.: |
-0.85 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.70% |
1 Month |
|
|
-24.64% |
3 Months |
|
|
-13.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.490 |
1M High / 1M Low: |
0.760 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |