BVT Put 140 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000VD48W24
BVT Put 140 Healthcare Select Sec.../ DE000VD48W24 /
| 10/11/2024 8:06:07 PM |
Chg.-0.011 |
Bid8:06:07 PM |
Ask8:06:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.122EUR |
-8.27% |
0.122
Bid Size: 60,000 |
0.133
Ask Size: 60,000 |
- |
140.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
VD48W2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/30/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-96.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.10 |
| Parity: |
0.02 |
| Time value: |
0.12 |
| Break-even: |
138.55 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
8.21% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-39.73 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.134 |
| High: |
0.134 |
| Low: |
0.120 |
| Previous Close: |
0.133 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.22% |
| 1 Month |
|
|
-24.69% |
| 3 Months |
|
|
-43.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.161 |
0.133 |
| 1M High / 1M Low: |
0.164 |
0.124 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.147 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
