BVT Put 78 Consumer Staples Select SPDR Fund 16.08.2024
/ DE000VD7BB87
BVT Put 78 Consumer Staples Selec.../ DE000VD7BB87 /
| 2024-07-22 8:03:02 PM |
Chg.-0.006 |
Bid9:03:04 PM |
Ask9:03:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-7.69% |
0.067
Bid Size: 116,000 |
0.077
Ask Size: 116,000 |
- |
78.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
VD7BB8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-84.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
- |
| Historic volatility: |
0.09 |
| Parity: |
0.63 |
| Time value: |
-0.54 |
| Break-even: |
77.15 |
| Moneyness: |
1.09 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
13.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.068 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.14% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.111 |
0.055 |
| 1M High / 1M Low: |
0.181 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
