BVT Put 200 Technology Select Sector SPDR Fund 20.12.2024
/ DE000VD4E8A9
BVT Put 200 Technology Select Sec.../ DE000VD4E8A9 /
9/13/2024 7:44:27 PM |
Chg.-0.050 |
Bid9:58:58 PM |
Ask9:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-10.00% |
- Bid Size: - |
- Ask Size: - |
- |
200.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD4E8A |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/18/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-41.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.13 |
Historic volatility: |
0.19 |
Parity: |
0.10 |
Time value: |
0.38 |
Break-even: |
195.20 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
-0.46 |
Theta: |
-0.02 |
Omega: |
-19.18 |
Rho: |
-0.26 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.450 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-53.61% |
1 Month |
|
|
-6.25% |
3 Months |
|
|
+2.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.450 |
1M High / 1M Low: |
0.970 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.583 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |