BVT Put 180 ISHARES RUSSEL 2000 INDEX - ETF 21.03.2025
/ DE000VD4FBG5
BVT Put 180 ISHARES RUSSEL 2000 I.../ DE000VD4FBG5 /
2024-06-12 8:51:54 AM |
Chg.-0.050 |
Bid9:27:26 PM |
Ask9:27:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-9.09% |
0.450 Bid Size: 44,000 |
0.470 Ask Size: 44,000 |
- |
180.00 - |
2025-03-21 |
Put |
Master data
WKN: |
VD4FBG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-18 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
-0.68 |
Time value: |
0.54 |
Break-even: |
174.60 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
3.85% |
Delta: |
-0.30 |
Theta: |
-0.01 |
Omega: |
-10.31 |
Rho: |
-0.47 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.28% |
1 Month |
|
|
+6.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.520 |
1M High / 1M Low: |
0.600 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.554 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.496 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |