BVT Call 8.5 WBA 21.03.2025
/ DE000VC3HA54
BVT Call 8.5 WBA 21.03.2025/ DE000VC3HA54 /
| 15/11/2024 20:05:11 |
Chg.-0.180 |
Bid21:57:30 |
Ask21:57:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-14.40% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
8.50 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VC3HA5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
06/09/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.46 |
| Parity: |
-0.02 |
| Time value: |
1.09 |
| Break-even: |
9.16 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.04 |
| Spread %: |
3.81% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
4.25 |
| Rho: |
0.01 |
Quote data
| Open: |
1.230 |
| High: |
1.270 |
| Low: |
1.060 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.19% |
| 1 Month |
|
|
-63.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.070 |
| 1M High / 1M Low: |
2.900 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
