BVT Put 16 WBA 20.09.2024
/ DE000VM3L118
BVT Put 16 WBA 20.09.2024/ DE000VM3L118 /
| 15/08/2024 08:54:58 |
Chg.0.000 |
Bid18:37:02 |
Ask18:37:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
0.00% |
0.500
Bid Size: 111,000 |
0.510
Ask Size: 111,000 |
Walgreens Boots Alli... |
16.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.41 |
| Parity: |
0.51 |
| Time value: |
0.03 |
| Break-even: |
9.13 |
| Moneyness: |
1.53 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-1.38 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+20.93% |
| 3 Months |
|
|
+534.15% |
| YTD |
|
|
+738.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.490 |
| 1M High / 1M Low: |
0.550 |
0.370 |
| 6M High / 6M Low: |
0.550 |
0.062 |
| High (YTD): |
13/08/2024 |
0.550 |
| Low (YTD): |
08/01/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.28% |
| Volatility 6M: |
|
276.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
