BVT Put 47 SPDR Financial Select Sector ETF 21.03.2025
/ DE000VC2UG45
BVT Put 47 SPDR Financial Select .../ DE000VC2UG45 /
| 15/11/2024 08:13:30 |
Chg.+0.080 |
Bid11:56:55 |
Ask11:56:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+8.25% |
1.030
Bid Size: 5,000 |
1.080
Ask Size: 5,000 |
- |
47.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VC2UG4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
47.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
27/08/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.13 |
| Parity: |
-0.13 |
| Time value: |
1.07 |
| Break-even: |
45.93 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
4.90% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-18.16 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
1.050 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.940 |
| 1M High / 1M Low: |
2.000 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
