CAPE.MI

Ossiam Lux - Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS ETF 1C EUR Acc
MilanEURETF / FUND DELAYED
Last price
671.00
▲ 1.40 (0.21%)
MARKET ·

Price

1D H L Range Vol
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
671.00
Prev close
669.60
Day high
671.00
Day low
671.00
Volume
9
Market cap
P/E (TTM)
52W range
513.70 – 680.40

Day trading desk

Current session · delayed
Gap from prior close
+1.15%
Prior close 663.40
VWAP
671.67
-0.10% from price
Relative volume
0.08×
Quiet session
Session range
0.30%
671.00 – 673.00
Position in range
0%
Near session low
ATR (14D)
3.36
0.50% of price
Prior day high
660.20
PDH
Prior day low
660.20
PDL
Bid / ask spread
Quote not published
Session volume
2
Avg 24

VWAP and the session figures are computed from the delayed intraday series on this page, so they lag the live tape and will not match a broker's real-time VWAP exactly. Turn on Prior day H/L/C, Opening range and Volume profile in the chart's Studies menu to see these levels drawn on price.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
+0.65% +1.8%
1M
+0.65% -2.7%
3M
+0.84% -1.5%
6M
+8.65% -3.2%
YTD
+19.12% +7.2%
1Y
+29.79% +9.7%
3Y
+44.36% -30.6%
5Y
+54.09%

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Sector exposure

Fund weightings
Consumer defensive
32.77%
Healthcare
32.62%
Basic materials
32.28%
Consumer cyclical
1.92%
Industrials
0.24%
Technology
0.16%

Fund profile

As reported
Fund familyOSSIAM
Category
Legal typeExchange Traded Fund
Expense ratio0.65%
Turnover0.0%
Total net assets$78.94M

Unusual options activity

Account required
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
Free account required

Contracts trading at or above their open interest, ranked by notional and where the print landed.

Free account

5 more panels on CAPE.MI open with an account.

Options chains and analytics, valuation ratios, insider filings, analyst targets and ownership. No card, no trial, nothing to cancel.

Fundamentals

TTM · reported
Market cap
Enterprise value
Revenue (TTM)
Gross profit
EBITDA
Net income
EPS (TTM)
Free cash flow
Total cash
Total debt
Book value / share
Shares outstanding
Float
Short % of float
Dividend yield
Beta (5Y)

Valuation & profitability ratios

Account required
Trailing P/E
Forward P/E
PEG ratio
Price / sales
Price / book
EV / revenue
EV / EBITDA
Gross margin
Operating margin
Profit margin
Return on equity
Return on assets
Debt / equity
Current ratio
Free account required

Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

Options analytics

Account required
Put / call volume
Put / call open interest
Positioning, not flow
Max pain
ATM implied vol
Nearest strike to spot
Skew (10% OTM)
Call volume
0
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
Heaviest put OI

Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.

Free account required

Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.

Analyst targets & ownership

Account required
Mean target
High target
Low target
Implied upside
Analyst count
Consensus
Strong buy / Buy— / —
Hold
Sell / Strong sell— / —
Held by insiders
Held by institutions
Institutions holding
Free account required

Price targets, consensus spread, insider and institutional ownership.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
668.23
+0.41% from price
SMA 20
672.08
-0.37% from price
SMA 50
661.16
+1.28% from price
SMA 100
651.81
+2.94% from price
SMA 200
616.51
+8.61% from price
EMA 12
667.76
+0.49% from price
EMA 26
667.42
+0.54% from price
EMA 50
662.52
+1.28% from price
RSI (14)
52.8
Neutral
MACD (12,26,9)
0.34
Hist -1.81
ATR (14)
3.36
0.50% of price
Realised vol 30D
10.0%
Annualised
Bollinger upper
685.40
20, 2σ
Bollinger lower
658.76
20, 2σ
50 / 200 cross
Golden
661.16 vs 616.51
Trend bias
Above 200
+8.61%

Options chain

Account required
Expiry
Spot 671.00
Calls
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Puts
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

Risk profile

Daily returns · 1Y window
Beta vs SPY
0.01
Less volatile than market
Correlation to SPY
0.01
Largely independent
Realised vol 30D
10.0%
Annualised
Market vol 1Y
12.8%
SPY, annualised
Max drawdown 1Y
-5.2%
Peak to trough
Max drawdown 5Y
-15.5%
Peak to trough
ATR 14
3.36
0.50% of price
Beta (reported)
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.