BVT Put 125 BCO 20.12.2024
/ DE000VD36BK6
BVT Put 125 BCO 20.12.2024/ DE000VD36BK6 /
2024-09-11 8:29:40 AM |
Chg.+0.039 |
Bid6:40:00 PM |
Ask6:40:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+21.55% |
0.232 Bid Size: 74,000 |
0.243 Ask Size: 74,000 |
BOEING CO. ... |
125.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD36BK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BOEING CO. DL 5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-16 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-64.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.29 |
Parity: |
-2.03 |
Time value: |
0.23 |
Break-even: |
122.74 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.01 |
Spread %: |
5.12% |
Delta: |
-0.16 |
Theta: |
-0.03 |
Omega: |
-10.11 |
Rho: |
-0.07 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.181 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.92% |
1 Month |
|
|
-4.35% |
3 Months |
|
|
+129.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.181 |
1M High / 1M Low: |
0.231 |
0.086 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.204 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.144 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
555.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |