BVT Put 160 Healthcare Select Sector SPDR Fund 20.09.2024
/ DE000VD7SZU1
BVT Put 160 Healthcare Select Sec.../ DE000VD7SZU1 /
| 7/9/2024 2:07:57 PM |
Chg.-0.010 |
Bid3:36:09 PM |
Ask3:36:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-0.85% |
1.200
Bid Size: 47,000 |
1.210
Ask Size: 47,000 |
- |
160.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD7SZU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/12/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
- |
| Historic volatility: |
0.09 |
| Parity: |
2.68 |
| Time value: |
-1.47 |
| Break-even: |
147.90 |
| Moneyness: |
1.20 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.170 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.68% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.180 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
