BVT Put 160 BA 20.09.2024
/ DE000VM3L5Y8
BVT Put 160 BA 20.09.2024/ DE000VM3L5Y8 /
| 9/13/2024 8:55:53 AM |
Chg.+0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+23.33% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
160.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3L5Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.29 |
| Parity: |
0.29 |
| Time value: |
0.22 |
| Break-even: |
139.35 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
-0.61 |
| Theta: |
-0.27 |
| Omega: |
-17.07 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.71% |
| 3 Months |
|
|
+8.82% |
| YTD |
|
|
+143.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.300 |
| 1M High / 1M Low: |
0.470 |
0.106 |
| 6M High / 6M Low: |
0.980 |
0.097 |
| High (YTD): |
4/16/2024 |
0.980 |
| Low (YTD): |
8/1/2024 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.429 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,257.21% |
| Volatility 6M: |
|
655.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
