BVT Put 190 ISHARES RUSSEL 2000 INDEX - ETF 20.12.2024
/ DE000VD4FA87
BVT Put 190 ISHARES RUSSEL 2000 I.../ DE000VD4FA87 /
| 2024-06-12 8:51:55 AM |
Chg.-0.040 |
Bid8:34:43 PM |
Ask8:34:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-6.56% |
0.470
Bid Size: 44,000 |
0.490
Ask Size: 44,000 |
- |
190.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD4FA8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.17 |
| Parity: |
0.32 |
| Time value: |
0.29 |
| Break-even: |
183.90 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-14.51 |
| Rho: |
-0.50 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.94% |
| 1 Month |
|
|
+9.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.580 |
| 1M High / 1M Low: |
0.680 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
