BVT Put 10 W8A 20.12.2024
/ DE000VD60WN6
BVT Put 10 W8A 20.12.2024/ DE000VD60WN6 /
| 2024-06-28 8:33:35 AM |
Chg.+0.055 |
Bid12:08:46 PM |
Ask12:08:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+211.54% |
0.082
Bid Size: 23,000 |
0.092
Ask Size: 23,000 |
WALGREENS BOOTS AL.D... |
10.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD60WN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WALGREENS BOOTS AL.DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.40 |
| Parity: |
-0.14 |
| Time value: |
0.09 |
| Break-even: |
9.10 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-3.54 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.026 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+153.13% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.026 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
