BVT Put 90 SPDR S&P Biotech ETF 21.03.2025
/ DE000VD5RWD0
BVT Put 90 SPDR S&P Biotech ETF 2.../ DE000VD5RWD0 /
| 1/24/2025 8:05:09 PM |
Chg.-0.010 |
Bid9:56:18 PM |
Ask9:56:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
-
Bid Size: - |
-
Ask Size: - |
- |
90.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD5RWD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.24 |
| Parity: |
0.20 |
| Time value: |
0.09 |
| Break-even: |
87.10 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-18.76 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.280 |
| High: |
0.290 |
| Low: |
0.280 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.82% |
| 1 Month |
|
|
-34.09% |
| 3 Months |
|
|
-12.12% |
| YTD |
|
|
-30.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.290 |
| 1M High / 1M Low: |
0.570 |
0.290 |
| 6M High / 6M Low: |
0.650 |
0.193 |
| High (YTD): |
1/14/2025 |
0.570 |
| Low (YTD): |
1/24/2025 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.377 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.65% |
| Volatility 6M: |
|
203.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |