BVT Put 200 Technology Select Sector SPDR Fund 21.03.2025
/ DE000VD4E8H4
BVT Put 200 Technology Select Sec.../ DE000VD4E8H4 /
9/3/2024 8:51:53 AM |
Chg.- |
Bid9:10:37 AM |
Ask9:10:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
- |
1.040 Bid Size: 12,000 |
1.060 Ask Size: 12,000 |
- |
200.00 - |
3/21/2025 |
Put |
Master data
WKN: |
VD4E8H |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
3/21/2025 |
Issue date: |
4/18/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.15 |
Historic volatility: |
0.18 |
Parity: |
0.09 |
Time value: |
0.67 |
Break-even: |
192.40 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
2.70% |
Delta: |
-0.43 |
Theta: |
-0.01 |
Omega: |
-11.13 |
Rho: |
-0.50 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-34.23% |
3 Months |
|
|
-20.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.730 |
1M High / 1M Low: |
1.580 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.940 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |