BVT Put 155 Technology Select Sector SPDR Fund 21.03.2025
/ DE000VD4LNE3
BVT Put 155 Technology Select Sec.../ DE000VD4LNE3 /
9/3/2024 7:44:01 PM |
Chg.+0.024 |
Bid8:02:04 PM |
Ask8:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+11.65% |
0.240 Bid Size: 44,000 |
0.260 Ask Size: 44,000 |
- |
155.00 - |
3/21/2025 |
Put |
Master data
WKN: |
VD4LNE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 - |
Maturity: |
3/21/2025 |
Issue date: |
4/22/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-90.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
-4.41 |
Time value: |
0.22 |
Break-even: |
152.79 |
Moneyness: |
0.78 |
Premium: |
0.23 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.02 |
Spread %: |
7.28% |
Delta: |
-0.10 |
Theta: |
-0.02 |
Omega: |
-8.58 |
Rho: |
-0.12 |
Quote data
Open: |
0.203 |
High: |
0.230 |
Low: |
0.203 |
Previous Close: |
0.206 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.65% |
1 Month |
|
|
-36.11% |
3 Months |
|
|
-4.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.213 |
0.204 |
1M High / 1M Low: |
0.610 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.207 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.254 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |