BVT Call 15 WBA 20.12.2024/  DE000VD62UV9  /

Frankfurt Zert./VONT
2024-11-14  5:03:24 PM Chg.0.000 Bid5:03:24 PM Ask5:03:24 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 250,000
0.030
Ask Size: 250,000
Walgreens Boots Alli... 15.00 USD 2024-12-20 Call
 

Master data

WKN: VD62UV
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 15.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-31
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.40
Historic volatility: 0.46
Parity: -0.57
Time value: 0.03
Break-even: 14.50
Moneyness: 0.60
Premium: 0.70
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 2,900.00%
Delta: 0.18
Theta: -0.01
Omega: 5.07
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -91.67%
3 Months
  -96.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.020 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   394.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -