BVT Put 18 WBA 20.09.2024
/ DE000VM3L175
BVT Put 18 WBA 20.09.2024/ DE000VM3L175 /
| 2024-07-31 8:04:53 PM |
Chg.+0.020 |
Bid8:00:14 AM |
Ask8:00:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
0.580
Bid Size: 15,000 |
0.590
Ask Size: 15,000 |
Walgreens Boots Alli... |
18.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L17 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 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: |
-1.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.41 |
| Parity: |
0.54 |
| Time value: |
0.03 |
| Break-even: |
10.94 |
| Moneyness: |
1.48 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-1.59 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.560 |
| High: |
0.570 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.06% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+216.67% |
| YTD |
|
|
+506.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.550 |
| 1M High / 1M Low: |
0.670 |
0.550 |
| 6M High / 6M Low: |
0.670 |
0.085 |
| High (YTD): |
2024-07-09 |
0.670 |
| Low (YTD): |
2024-01-09 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.58% |
| Volatility 6M: |
|
244.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
