BVT Put 72 Consumer Staples Select SPDR Fund 20.12.2024
/ DE000VD4DRX1
BVT Put 72 Consumer Staples Selec.../ DE000VD4DRX1 /
| 10/2/2024 5:05:55 PM |
Chg.+0.004 |
Bid7:27:40 PM |
Ask7:27:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+11.76% |
0.038
Bid Size: 114,000 |
0.048
Ask Size: 114,000 |
- |
72.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD4DRX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/18/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-173.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.09 |
| Parity: |
-0.28 |
| Time value: |
0.04 |
| Break-even: |
71.57 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-33.27 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.034 |
| High: |
0.038 |
| Low: |
0.034 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.73% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
-46.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.034 |
0.021 |
| 1M High / 1M Low: |
0.046 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
