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: |
|
- |