BVT Put 145 BA 20.09.2024
/ DE000VM3L5D2
BVT Put 145 BA 20.09.2024/ DE000VM3L5D2 /
| 2024-05-31 8:54:30 AM |
Chg.-0.020 |
Bid9:21:39 AM |
Ask9:21:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-7.14% |
0.270
Bid Size: 16,000 |
0.290
Ask Size: 16,000 |
Boeing Co |
145.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L5D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-2.56 |
| Time value: |
0.28 |
| Break-even: |
131.07 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-8.68 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-16.13% |
| 3 Months |
|
|
+32.65% |
| YTD |
|
|
+209.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.330 |
0.146 |
| 6M High / 6M Low: |
0.540 |
0.083 |
| High (YTD): |
2024-04-16 |
0.540 |
| Low (YTD): |
2024-01-02 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.84% |
| Volatility 6M: |
|
253.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
