BVT Put 180 ISHARES RUSSEL 2000 INDEX - ETF 20.09.2024
/ DE000VD4FA53
BVT Put 180 ISHARES RUSSEL 2000 I.../ DE000VD4FA53 /
| 2024-06-12 8:51:55 AM |
Chg.-0.016 |
Bid7:47:20 PM |
Ask7:47:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.176EUR |
-8.33% |
0.126
Bid Size: 44,000 |
0.141
Ask Size: 44,000 |
- |
180.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD4FA5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-92.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.17 |
| Parity: |
-0.68 |
| Time value: |
0.20 |
| Break-even: |
177.99 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
8.06% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-22.74 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.176 |
| High: |
0.176 |
| Low: |
0.176 |
| Previous Close: |
0.192 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.233 |
0.181 |
| 1M High / 1M Low: |
0.233 |
0.132 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
