BVT Put 190 ISHARES RUSSEL 2000 INDEX - ETF 20.12.2024
/ DE000VD4UL02
BVT Put 190 ISHARES RUSSEL 2000 I.../ DE000VD4UL02 /
12/06/2024 08:41:31 |
Chg.+0.010 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+2.94% |
- Bid Size: - |
- Ask Size: - |
- |
190.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD4UL0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 - |
Maturity: |
20/12/2024 |
Issue date: |
24/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-50.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.07 |
Historic volatility: |
0.17 |
Parity: |
0.32 |
Time value: |
0.05 |
Break-even: |
186.30 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
-0.47 |
Theta: |
0.00 |
Omega: |
-23.96 |
Rho: |
-0.48 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+12.90% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.320 |
1M High / 1M Low: |
0.380 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.321 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |