BVT Put 84 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD4BLF5
BVT Put 84 SPDR S&P Biotech ETF 2.../ DE000VD4BLF5 /
| 09/01/2025 19:56:50 |
Chg.-0.011 |
Bid08:05:20 |
Ask08:05:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.199EUR |
-5.24% |
0.212
Bid Size: 7,500 |
0.242
Ask Size: 7,500 |
- |
84.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD4BLF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.54 |
| Time value: |
0.21 |
| Break-even: |
81.86 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
4.90% |
| Delta: |
-0.28 |
| Theta: |
-0.03 |
| Omega: |
-11.63 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.198 |
| High: |
0.200 |
| Low: |
0.198 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.40% |
| 1 Month |
|
|
+39.16% |
| 3 Months |
|
|
-20.40% |
| YTD |
|
|
-17.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.184 |
| 1M High / 1M Low: |
0.310 |
0.143 |
| 6M High / 6M Low: |
0.450 |
0.109 |
| High (YTD): |
02/01/2025 |
0.240 |
| Low (YTD): |
07/01/2025 |
0.184 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.19% |
| Volatility 6M: |
|
219.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |