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QTR Global X NASDAQ 100 Tail Risk

30.10
0.15 (0.50%)
Jun 14 2024 - Closed
Delayed by 15 minutes

Period:

Draw Mode:

Volume 423
Bid Price 27.10
Ask Price 45.00
News -
Day High 29.98

Low
22.3981

52 Week Range

High
30.02

Day Low 29.95
Company Name Etf Ticker Symbol Market Type
Global X NASDAQ 100 Tail Risk QTR NASDAQ Exchange Traded Fund
  Price Change Change Percent Etf Price Last Traded
0.15 0.50% 30.10 16:30:00
Open Price Low Price High Price Close Price Prev Close
29.95 29.95 29.98 30.10 29.95
Trades Volume VWAP Dollar Volume Avg Volume 52 Week Range
12 423  29.98  12,682 - 22.3981 - 30.02
Last Trade Time Type Quantity Etf Price Currency
16:00:00 1  30.10 USD

Global X NASDAQ 100 Tail Risk Financials

Market Cap Shares in Issue Float Revenue Profit/Loss EPS PE Ratio
 2.71M - - - 33.07
Short Interest Dividends Per Share Dividend Yield Ex-Div Date Insider B/S Insider % Owned
- - - -

more financials information »

News Global X NASDAQ 100 Tail...

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QTR Historical

Period Open High Low VWAP Avg. Daily Vol Change %
1 Week29.0430.0229.0429.813851.063.65%
1 Month28.4230.0228.277228.932931.685.91%
3 Months28.1630.0226.2927.948011.946.89%
6 Months25.9330.0225.294427.481,0344.1716.08%
1 Year23.6530.0222.398126.358226.4527.27%
3 Years25.2330.0217.7324.159504.8719.30%
5 Years25.2330.0217.7324.159504.8719.30%

The Global X NASDAQ 100 Tail Risk ETF (Fund) seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Nasdaq-100 Protective Put Index (Underlying Index). The Fund invests at least 80% of its total assets in the securities of the Nasdaq-100 Protective Put Index (Underlying Index). The Fund's 80% investment policy is non-fundamental and requires 60 days prior written notice to shareholders before it can be changed. The Underlying Index measures the performance of a risk management strategy that holds the underlying stocks of the NASDAQ 100 Index and applies a protective put strategy (i.e. long (purchased) put options) on the NASDAQ 100 Index.

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