BVT Put 22 WBA 20.09.2024
/ DE000VM3L2A5
BVT Put 22 WBA 20.09.2024/ DE000VM3L2A5 /
| 2024-07-08 8:02:20 PM |
Chg.+0.040 |
Bid9:54:51 PM |
Ask9:54:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
22.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L2A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 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: |
-1.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.40 |
| Parity: |
0.99 |
| Time value: |
0.01 |
| Break-even: |
10.32 |
| Moneyness: |
1.95 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
-0.88 |
| Theta: |
0.00 |
| Omega: |
-0.92 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.990 |
| High: |
1.040 |
| Low: |
0.990 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.22% |
| 1 Month |
|
|
+79.31% |
| 3 Months |
|
|
+181.08% |
| YTD |
|
|
+453.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.970 |
| 1M High / 1M Low: |
1.010 |
0.570 |
| 6M High / 6M Low: |
1.010 |
0.179 |
| High (YTD): |
2024-07-03 |
1.010 |
| Low (YTD): |
2024-01-08 |
0.179 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.76% |
| Volatility 6M: |
|
163.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
