BVT Put 190 Technology Select Sector SPDR Fund 20.12.2024
/ DE000VD4E8K8
BVT Put 190 Technology Select Sec.../ DE000VD4E8K8 /
13/09/2024 20:01:59 |
Chg.-0.020 |
Bid20:12:01 |
Ask20:12:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-6.06% |
- Bid Size: - |
- Ask Size: - |
- |
190.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD4E8K |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 - |
Maturity: |
20/12/2024 |
Issue date: |
18/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-60.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
-0.90 |
Time value: |
0.33 |
Break-even: |
186.70 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
6.45% |
Delta: |
-0.27 |
Theta: |
-0.03 |
Omega: |
-16.13 |
Rho: |
-0.15 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.310 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-55.71% |
1 Month |
|
|
-29.55% |
3 Months |
|
|
+3.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.310 |
1M High / 1M Low: |
0.700 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |