BVT Put 7.2 WBA 20.06.2025
/ DE000VD9GCE5
BVT Put 7.2 WBA 20.06.2025/ DE000VD9GCE5 /
| 2024-11-14 5:03:14 PM |
Chg.+0.003 |
Bid6:59:43 PM |
Ask6:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+4.17% |
0.075
Bid Size: 250,000 |
0.085
Ask Size: 250,000 |
Walgreens Boots Alli... |
7.20 USD |
2025-06-20 |
Put |
Master data
| WKN: |
VD9GCE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.20 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.46 |
| Parity: |
-0.17 |
| Time value: |
0.08 |
| Break-even: |
5.98 |
| Moneyness: |
0.80 |
| Premium: |
0.30 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
13.70% |
| Delta: |
-0.23 |
| Theta: |
0.00 |
| Omega: |
-2.41 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.042 |
| High: |
0.075 |
| Low: |
0.042 |
| Previous Close: |
0.072 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
-20.21% |
| 3 Months |
|
|
+17.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.066 |
| 1M High / 1M Low: |
0.094 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
