BVT Put 155 iShares U.S. Aerospace & Defense ETF 20.12.2024
/ DE000VD5PEV4
BVT Put 155 iShares U.S. Aerospac.../ DE000VD5PEV4 /
7/23/2024 10:31:25 AM |
Chg.-0.010 |
Bid10:31:25 AM |
Ask10:31:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-1.23% |
0.800 Bid Size: 13,000 |
0.810 Ask Size: 13,000 |
- |
155.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD5PEV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/7/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-15.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.81 |
Intrinsic value: |
3.04 |
Implied volatility: |
- |
Historic volatility: |
0.12 |
Parity: |
3.04 |
Time value: |
-2.23 |
Break-even: |
146.90 |
Moneyness: |
1.24 |
Premium: |
-0.18 |
Premium p.a.: |
-0.38 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.90% |
1 Month |
|
|
-2.44% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.770 |
1M High / 1M Low: |
0.860 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.826 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
32.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |