BVT Put 18 WBA 20.09.2024
/ DE000VM3L175
BVT Put 18 WBA 20.09.2024/ DE000VM3L175 /
2024-08-01 8:52:44 AM |
Chg.+0.030 |
Bid12:28:27 PM |
Ask12:28:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+5.45% |
0.580 Bid Size: 24,000 |
0.590 Ask Size: 24,000 |
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: |
-1.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.99 |
Historic volatility: |
0.41 |
Parity: |
0.57 |
Time value: |
0.02 |
Break-even: |
10.73 |
Moneyness: |
1.52 |
Premium: |
0.02 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
-0.83 |
Theta: |
-0.01 |
Omega: |
-1.54 |
Rho: |
-0.02 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.38% |
1 Month |
|
|
+7.41% |
3 Months |
|
|
+233.33% |
YTD |
|
|
+517.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.550 |
1M High / 1M Low: |
0.670 |
0.540 |
6M High / 6M Low: |
0.670 |
0.100 |
High (YTD): |
2024-07-10 |
0.670 |
Low (YTD): |
2024-01-08 |
0.081 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.262 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.35% |
Volatility 6M: |
|
205.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |