^BUKLO50P

Cboe Brexit Low 50
StuttgartGBPINDEX DELAYED
Last price
20,751.47
▼ 12.60 (0.06%)
MARKET ·

Price

1D H L Range Vol
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
20,764.07
Prev close
20,764.07
Day high
20,810.53
Day low
20,746.35
Volume
Market cap
P/E (TTM)
52W range
17,476.05 – 21,038.92

Day trading desk

Current session · delayed
Gap from prior close
0.00%
Prior close 20,764.07
VWAP
Relative volume
Session range
0.31%
20,746.35 – 20,810.53
Position in range
8%
Near session low
ATR (14D)
71.62
0.35% of price
Prior day high
20,764.07
PDH
Prior day low
20,764.07
PDL
Bid / ask spread
Quote not published
Session volume
Shares traded

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
+1.89% +3.1%
1M
+0.95% -2.4%
3M
+3.19% +0.8%
6M
-0.24% -12.1%
YTD
+9.18% -2.8%
1Y
+18.51% -1.6%
3Y
-75.0%
5Y

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

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
20,512.11
+1.17% from price
SMA 20
20,607.95
+0.70% from price
SMA 50
20,300.10
+2.22% from price
SMA 100
20,177.87
+2.84% from price
SMA 200
19,756.13
+5.04% from price
EMA 12
20,586.60
+0.80% from price
EMA 26
20,500.68
+1.22% from price
EMA 50
20,368.93
+1.88% from price
RSI (14)
62.3
Neutral
MACD (12,26,9)
85.92
Hist 6.21
ATR (14)
71.62
0.35% of price
Realised vol 30D
8.3%
Annualised
Bollinger upper
20,936.30
20, 2σ
Bollinger lower
20,279.60
20, 2σ
50 / 200 cross
Golden
20,300.10 vs 19,756.13
Trend bias
Above 200
+5.04%

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
8.3%
Annualised
Market vol 1Y
12.8%
SPY, annualised
Max drawdown 1Y
-9.4%
Peak to trough
Max drawdown 5Y
-15.7%
Peak to trough
ATR 14
71.62
0.35% 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.