BVT Put 155 BA 20.09.2024
/ DE000VM3L5R2
BVT Put 155 BA 20.09.2024/ DE000VM3L5R2 /
| 2024-08-09 8:52:42 AM |
Chg.-0.160 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-33.33% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
155.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L5R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-1.18 |
| Time value: |
0.32 |
| Break-even: |
138.80 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.02 |
| Spread %: |
6.67% |
| Delta: |
-0.24 |
| Theta: |
-0.08 |
| Omega: |
-11.74 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.82% |
| 1 Month |
|
|
+93.94% |
| 3 Months |
|
|
-8.57% |
| YTD |
|
|
+153.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.320 |
| 1M High / 1M Low: |
0.480 |
0.064 |
| 6M High / 6M Low: |
0.810 |
0.064 |
| High (YTD): |
2024-04-16 |
0.810 |
| Low (YTD): |
2024-08-01 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
861.54% |
| Volatility 6M: |
|
409.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
