BVT Put 150 Healthcare Select Sector SPDR Fund 19.12.2025
/ DE000VD9S772
BVT Put 150 Healthcare Select Sec.../ DE000VD9S772 /
9/17/2024 8:53:50 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
- |
- Bid Size: - |
- Ask Size: - |
- |
150.00 - |
12/19/2025 |
Put |
Master data
WKN: |
VD9S77 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 - |
Maturity: |
12/19/2025 |
Issue date: |
7/11/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-35.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.03 |
Historic volatility: |
0.10 |
Parity: |
0.93 |
Time value: |
-0.53 |
Break-even: |
146.00 |
Moneyness: |
1.07 |
Premium: |
-0.04 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.81 |
Theta: |
0.01 |
Omega: |
-28.63 |
Rho: |
-1.41 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-7.14% |
3 Months |
|
|
-15.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.420 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.412 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |