BVT Put 26 WBA 20.09.2024
/ DE000VM7NTH1
BVT Put 26 WBA 20.09.2024/ DE000VM7NTH1 /
| 6/28/2024 3:43:38 PM |
Chg.+0.340 |
Bid4:56:31 PM |
Ask4:56:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+36.17% |
1.270
Bid Size: 91,000 |
1.280
Ask Size: 91,000 |
Walgreens Boots Alli... |
26.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7NTH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.40 |
| Parity: |
1.29 |
| Time value: |
0.01 |
| Break-even: |
11.28 |
| Moneyness: |
2.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.87 |
| Theta: |
-0.01 |
| Omega: |
-0.77 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.280 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.74% |
| 1 Month |
|
|
+42.22% |
| 3 Months |
|
|
+137.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.930 |
| 1M High / 1M Low: |
1.040 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
