BVT Put 84 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD4BLF5
BVT Put 84 SPDR S&P Biotech ETF 2.../ DE000VD4BLF5 /
| 24/01/2025 19:54:40 |
Chg.-0.014 |
Bid21:58:41 |
Ask21:58:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.135EUR |
-9.40% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
-59.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-0.40 |
| Time value: |
0.15 |
| Break-even: |
82.51 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
7.19% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-16.45 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.140 |
| High: |
0.141 |
| Low: |
0.135 |
| Previous Close: |
0.149 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-46.00% |
| 3 Months |
|
|
-32.84% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.135 |
| 1M High / 1M Low: |
0.330 |
0.135 |
| 6M High / 6M Low: |
0.450 |
0.109 |
| High (YTD): |
14/01/2025 |
0.330 |
| Low (YTD): |
24/01/2025 |
0.135 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.36% |
| Volatility 6M: |
|
229.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |