BVT Put 75 Consumer Staples Select SPDR Fund 20.09.2024
/ DE000VD4SA09
BVT Put 75 Consumer Staples Selec.../ DE000VD4SA09 /
| 2024-07-22 8:17:12 AM |
Chg.+0.006 |
Bid7:35:24 PM |
Ask7:35:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
+20.00% |
0.030
Bid Size: 87,000 |
0.040
Ask Size: 87,000 |
- |
75.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD4SA0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-163.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
- |
| Historic volatility: |
0.09 |
| Parity: |
0.33 |
| Time value: |
-0.28 |
| Break-even: |
74.56 |
| Moneyness: |
1.05 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.022 |
| 1M High / 1M Low: |
0.066 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
