BVT Put 10 W8A 20.12.2024
/ DE000VD60WN6
BVT Put 10 W8A 20.12.2024/ DE000VD60WN6 /
| 8/14/2024 8:33:38 AM |
Chg.-0.013 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
-10.40% |
-
Bid Size: - |
-
Ask Size: - |
WALGREENS BOOTS AL.D... |
10.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/30/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.41 |
| Parity: |
0.04 |
| Time value: |
0.08 |
| Break-even: |
8.78 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
8.93% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-3.81 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.112 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.125 |
0.110 |
| 1M High / 1M Low: |
0.125 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
