BVT Put 165 Technology Select Sector SPDR Fund 20.06.2025
/ DE000VC10S66
BVT Put 165 Technology Select Sec.../ DE000VC10S66 /
04/09/2024 10:25:30 |
Chg.+0.050 |
Bid12:57:16 |
Ask12:57:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+11.63% |
0.480 Bid Size: 12,000 |
0.500 Ask Size: 12,000 |
- |
165.00 - |
20/06/2025 |
Put |
Master data
WKN: |
VC10S6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
165.00 - |
Maturity: |
20/06/2025 |
Issue date: |
13/08/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-39.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-2.52 |
Time value: |
0.48 |
Break-even: |
160.20 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
-0.19 |
Theta: |
-0.02 |
Omega: |
-7.45 |
Rho: |
-0.32 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.07% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.370 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.400 |
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: |
|
- |