BVT Put 105 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD9YFD3
BVT Put 105 SPDR S&P Biotech ETF .../ DE000VD9YFD3 /
| 24/01/2025 09:04:32 |
Chg.-0.16 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-11.51% |
-
Bid Size: - |
-
Ask Size: - |
- |
105.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD9YFD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
1.58 |
| Time value: |
-0.39 |
| Break-even: |
93.10 |
| Moneyness: |
1.18 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.90% |
| 1 Month |
|
|
-10.22% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
-11.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.23 |
| 1M High / 1M Low: |
1.68 |
1.23 |
| 6M High / 6M Low: |
1.68 |
0.63 |
| High (YTD): |
15/01/2025 |
1.68 |
| Low (YTD): |
24/01/2025 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.90% |
| Volatility 6M: |
|
144.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |