BVT Put 40 SPDR Financial Select Sector ETF 21.03.2025
/ DE000VD4U9M2
BVT Put 40 SPDR Financial Select .../ DE000VD4U9M2 /
| 7/9/2024 8:40:44 AM |
Chg.-0.010 |
Bid5:11:23 PM |
Ask5:11:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-1.20% |
0.800
Bid Size: 17,000 |
0.810
Ask Size: 17,000 |
- |
40.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD4U9M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/24/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-45.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.11 |
| Parity: |
1.73 |
| Time value: |
-0.89 |
| Break-even: |
39.16 |
| Moneyness: |
1.05 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
-0.79 |
| Theta: |
0.00 |
| Omega: |
-35.80 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.87% |
| 1 Month |
|
|
-7.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.780 |
| 1M High / 1M Low: |
1.000 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
