BVT Put 180 BA 20.09.2024
/ DE000VM3L4P9
BVT Put 180 BA 20.09.2024/ DE000VM3L4P9 /
| 2024-08-09 8:52:42 AM |
Chg.-0.37 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-22.02% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
180.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L4P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 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: |
-11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
1.11 |
| Time value: |
0.25 |
| Break-even: |
151.30 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
-0.70 |
| Theta: |
-0.06 |
| Omega: |
-7.89 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.96% |
| 1 Month |
|
|
+77.03% |
| 3 Months |
|
|
+22.43% |
| YTD |
|
|
+351.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.31 |
| 1M High / 1M Low: |
1.68 |
0.39 |
| 6M High / 6M Low: |
1.99 |
0.39 |
| High (YTD): |
2024-04-25 |
1.99 |
| Low (YTD): |
2024-01-02 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
3.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
612.85% |
| Volatility 6M: |
|
300.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
