BVT Put 16 WBA 20.09.2024
/ DE000VM3L118
BVT Put 16 WBA 20.09.2024/ DE000VM3L118 /
| 2024-09-06 8:55:48 AM |
Chg.-0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-1.52% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
16.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L11 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 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: |
-1.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
2.01 |
| Historic volatility: |
0.41 |
| Parity: |
0.65 |
| Time value: |
0.01 |
| Break-even: |
7.83 |
| Moneyness: |
1.82 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
-0.92 |
| Theta: |
-0.02 |
| Omega: |
-1.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.56% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+333.33% |
| YTD |
|
|
+948.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.600 |
| 1M High / 1M Low: |
0.660 |
0.480 |
| 6M High / 6M Low: |
0.660 |
0.062 |
| High (YTD): |
2024-09-05 |
0.660 |
| Low (YTD): |
2024-01-08 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.80% |
| Volatility 6M: |
|
273.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
