BVT Put 19 WBA 20.09.2024
/ DE000VM3L2E7
BVT Put 19 WBA 20.09.2024/ DE000VM3L2E7 /
| 2024-09-06 8:04:01 PM |
Chg.0.000 |
Bid9:49:08 PM |
Ask9:49:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
19.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L2E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19.00 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: |
-0.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
2.40 |
| Historic volatility: |
0.41 |
| Parity: |
0.92 |
| Time value: |
0.01 |
| Break-even: |
7.84 |
| Moneyness: |
2.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
-0.93 |
| Theta: |
-0.02 |
| Omega: |
-0.79 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.900 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.37% |
| 1 Month |
|
|
+19.48% |
| 3 Months |
|
|
+170.59% |
| YTD |
|
|
+707.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.870 |
| 1M High / 1M Low: |
0.920 |
0.750 |
| 6M High / 6M Low: |
0.920 |
0.112 |
| High (YTD): |
2024-09-06 |
0.920 |
| Low (YTD): |
2024-01-09 |
0.101 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.460 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.51% |
| Volatility 6M: |
|
205.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
