BVT Put 11 WBA 20.12.2024
/ DE000VC589P2
BVT Put 11 WBA 20.12.2024/ DE000VC589P2 /
| 2024-10-31 7:54:21 PM |
Chg.-0.080 |
Bid8:56:21 PM |
Ask8:56:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
-4.15% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
11.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VC589P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-10-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.44 |
| Parity: |
1.62 |
| Time value: |
0.35 |
| Break-even: |
8.16 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-2.99 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.950 |
| High: |
1.950 |
| Low: |
1.850 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.93% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.760 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.838 |
| 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: |
|
- |
