BVT Put 70 Consumer Staples Select SPDR Fund 20.09.2024
/ DE000VD4DRT9
BVT Put 70 Consumer Staples Selec.../ DE000VD4DRT9 /
22/07/2024 08:48:12 |
Chg.+0.001 |
Bid18:00:22 |
Ask18:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
+7.69% |
0.011 Bid Size: 116,000 |
0.021 Ask Size: 116,000 |
- |
70.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD4DRT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 - |
Maturity: |
20/09/2024 |
Issue date: |
18/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-326.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.08 |
Historic volatility: |
0.09 |
Parity: |
-0.17 |
Time value: |
0.02 |
Break-even: |
69.78 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
83.33% |
Delta: |
-0.17 |
Theta: |
0.00 |
Omega: |
-56.25 |
Rho: |
-0.02 |
Quote data
Open: |
0.014 |
High: |
0.014 |
Low: |
0.014 |
Previous Close: |
0.013 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-81.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.010 |
1M High / 1M Low: |
0.021 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.015 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |