BVT Put 110 iShares iBoxx USD Investment Grade ETF 21.06.2024
/ DE000VD5N9Z2
BVT Put 110 iShares iBoxx USD Inv.../ DE000VD5N9Z2 /
| 2024-06-19 8:13:58 AM |
Chg.-0.062 |
Bid2:25:10 PM |
Ask2:25:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.104EUR |
-37.35% |
0.132
Bid Size: 26,000 |
0.202
Ask Size: 26,000 |
- |
110.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VD5N9Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-60.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
- |
| Historic volatility: |
0.08 |
| Parity: |
0.90 |
| Time value: |
-0.73 |
| Break-even: |
108.32 |
| Moneyness: |
1.09 |
| Premium: |
-0.07 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.02 |
| Spread %: |
13.51% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.104 |
| High: |
0.104 |
| Low: |
0.104 |
| Previous Close: |
0.166 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.00% |
| 1 Month |
|
|
-45.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.132 |
| 1M High / 1M Low: |
0.420 |
0.132 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
425.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
