BVT Put 24 WBA 20.09.2024
/ DE000VM30B51
BVT Put 24 WBA 20.09.2024/ DE000VM30B51 /
| 2024-07-08 7:42:46 PM |
Chg.+0.020 |
Bid9:54:02 PM |
Ask9:54:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+1.68% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
24.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM30B5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.40 |
| Parity: |
1.18 |
| Time value: |
0.01 |
| Break-even: |
10.27 |
| Moneyness: |
2.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.87 |
| Theta: |
-0.01 |
| Omega: |
-0.76 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.180 |
| High: |
1.210 |
| Low: |
1.180 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.22% |
| 1 Month |
|
|
+61.33% |
| 3 Months |
|
|
+137.25% |
| YTD |
|
|
+384.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.150 |
| 1M High / 1M Low: |
1.200 |
0.740 |
| 6M High / 6M Low: |
1.200 |
0.250 |
| High (YTD): |
2024-07-03 |
1.200 |
| Low (YTD): |
2024-01-02 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.54% |
| Volatility 6M: |
|
130.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
