BVT Put 21 WBA 20.09.2024
/ DE000VM3L2B3
BVT Put 21 WBA 20.09.2024/ DE000VM3L2B3 /
2024-07-08 8:01:14 PM |
Chg.+0.030 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+3.30% |
- Bid Size: - |
- Ask Size: - |
Walgreens Boots Alli... |
21.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3L2B |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Walgreens Boots Alliance Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
21.00 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: |
-1.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.90 |
Implied volatility: |
1.00 |
Historic volatility: |
0.40 |
Parity: |
0.90 |
Time value: |
0.01 |
Break-even: |
10.30 |
Moneyness: |
1.87 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
-0.87 |
Theta: |
0.00 |
Omega: |
-1.00 |
Rho: |
-0.04 |
Quote data
Open: |
0.900 |
High: |
0.940 |
Low: |
0.900 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.82% |
1 Month |
|
|
+88.00% |
3 Months |
|
|
+213.33% |
YTD |
|
|
+483.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.880 |
1M High / 1M Low: |
0.920 |
0.480 |
6M High / 6M Low: |
0.920 |
0.148 |
High (YTD): |
2024-07-03 |
0.920 |
Low (YTD): |
2024-01-09 |
0.148 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.643 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.354 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.95% |
Volatility 6M: |
|
175.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |