BVT Put 140 Healthcare Select Sector SPDR Fund 21.03.2025
/ DE000VD4UR30
BVT Put 140 Healthcare Select Sec.../ DE000VD4UR30 /
| 8/1/2024 8:39:47 AM |
Chg.-0.002 |
Bid8:43:48 PM |
Ask8:43:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.176EUR |
-1.12% |
0.170
Bid Size: 45,000 |
0.180
Ask Size: 45,000 |
- |
140.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD4UR3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/24/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-75.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.09 |
| Parity: |
0.18 |
| Time value: |
0.01 |
| Break-even: |
138.16 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
5.75% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-30.23 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.176 |
| High: |
0.176 |
| Low: |
0.176 |
| Previous Close: |
0.178 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
-48.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.192 |
0.176 |
| 1M High / 1M Low: |
0.290 |
0.164 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.183 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
