BVT Put 165 ISHARES RUSSEL 2000 INDEX - ETF 20.12.2024
/ DE000VD4FBC4
BVT Put 165 ISHARES RUSSEL 2000 I.../ DE000VD4FBC4 /
| 12/06/2024 08:51:54 |
Chg.-0.022 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.193EUR |
-10.23% |
-
Bid Size: - |
-
Ask Size: - |
- |
165.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD4FBC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-86.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-2.18 |
| Time value: |
0.22 |
| Break-even: |
162.84 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
7.46% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-12.54 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.193 |
| High: |
0.193 |
| Low: |
0.193 |
| Previous Close: |
0.215 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.09% |
| 1 Month |
|
|
+3.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.210 |
| 1M High / 1M Low: |
0.240 |
0.163 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.221 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
