BVT Put 12 W8A 20.12.2024
/ DE000VD3YG30
BVT Put 12 W8A 20.12.2024/ DE000VD3YG30 /
| 8/1/2024 8:54:34 AM |
Chg.+0.010 |
Bid7:14:24 PM |
Ask7:14:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.158EUR |
+6.76% |
0.169
Bid Size: 196,000 |
0.179
Ask Size: 196,000 |
WALGREENS BOOTS AL.D... |
12.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3YG3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WALGREENS BOOTS AL.DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.41 |
| Parity: |
0.10 |
| Time value: |
0.07 |
| Break-even: |
10.31 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
6.29% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-3.64 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.158 |
| High: |
0.158 |
| Low: |
0.158 |
| Previous Close: |
0.148 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.71% |
| 1 Month |
|
|
+11.27% |
| 3 Months |
|
|
+251.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.192 |
0.148 |
| 1M High / 1M Low: |
0.202 |
0.142 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
