BVT Call 20 WBA 21.06.2024
/ DE000VM5CH26
BVT Call 20 WBA 21.06.2024/ DE000VM5CH26 /
| 2024-05-21 8:10:11 AM |
Chg.-0.006 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-28.57% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
20.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5CH2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.34 |
| Parity: |
-0.20 |
| Time value: |
0.03 |
| Break-even: |
18.67 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
3.56 |
| Spread abs.: |
0.01 |
| Spread %: |
66.67% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
14.17 |
| Rho: |
0.00 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.78% |
| 1 Month |
|
|
-46.43% |
| 3 Months |
|
|
-94.83% |
| YTD |
|
|
-97.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.027 |
0.021 |
| 1M High / 1M Low: |
0.045 |
0.011 |
| 6M High / 6M Low: |
0.690 |
0.011 |
| High (YTD): |
2024-01-02 |
0.690 |
| Low (YTD): |
2024-05-13 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
479.40% |
| Volatility 6M: |
|
261.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
