BVT Put 165 Consumer Discr. Select Sector SPDR Fund 20.12.2024
/ DE000VD4BHZ1
BVT Put 165 Consumer Discr. Selec.../ DE000VD4BHZ1 /
02/10/2024 13:42:38 |
Chg.-0.005 |
Bid14:11:11 |
Ask14:11:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.162EUR |
-2.99% |
0.163 Bid Size: 20,000 |
0.177 Ask Size: 20,000 |
- |
165.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
VD4BHZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
165.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
17/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-105.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.16 |
Parity: |
-3.12 |
Time value: |
0.17 |
Break-even: |
147.41 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.01 |
Spread %: |
8.92% |
Delta: |
-0.11 |
Theta: |
-0.03 |
Omega: |
-11.32 |
Rho: |
-0.05 |
Quote data
Open: |
0.162 |
High: |
0.162 |
Low: |
0.162 |
Previous Close: |
0.167 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+32.79% |
1 Month |
|
|
-35.20% |
3 Months |
|
|
-35.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.167 |
0.122 |
1M High / 1M Low: |
0.390 |
0.122 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.133 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |