BVT Put 11 W8A 20.12.2024
/ DE000VD6UFU1
BVT Put 11 W8A 20.12.2024/ DE000VD6UFU1 /
| 2024-08-01 8:57:00 AM |
Chg.+0.007 |
Bid9:02:20 PM |
Ask9:02:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.113EUR |
+6.60% |
0.124
Bid Size: 196,000 |
0.134
Ask Size: 196,000 |
WALGREENS BOOTS AL.D... |
11.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD6UFU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WALGREENS BOOTS AL.DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-27 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.41 |
| Parity: |
0.00 |
| Time value: |
0.12 |
| Break-even: |
9.75 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
8.70% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-3.74 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.113 |
| High: |
0.113 |
| Low: |
0.113 |
| Previous Close: |
0.106 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.29% |
| 1 Month |
|
|
+11.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.106 |
| 1M High / 1M Low: |
0.145 |
0.101 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
