BVT Put 86 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD4BL70
BVT Put 86 SPDR S&P Biotech ETF 2.../ DE000VD4BL70 /
| 1/9/2025 8:08:25 PM |
Chg.-0.010 |
Bid8:08:25 PM |
Ask8:08:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
- |
86.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VD4BL7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
86.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.60 |
| Time value: |
0.26 |
| Break-even: |
80.79 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.28 |
| Theta: |
-0.03 |
| Omega: |
-9.76 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
+45.35% |
| 3 Months |
|
|
-13.79% |
| YTD |
|
|
-13.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.218 |
| 1M High / 1M Low: |
0.360 |
0.172 |
| 6M High / 6M Low: |
0.520 |
0.133 |
| High (YTD): |
1/2/2025 |
0.290 |
| Low (YTD): |
1/7/2025 |
0.218 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.249 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.08% |
| Volatility 6M: |
|
206.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |