BVT Put 17 WBA 20.09.2024
/ DE000VM3L274
BVT Put 17 WBA 20.09.2024/ DE000VM3L274 /
| 2024-06-24 8:51:11 AM |
Chg.-0.011 |
Bid9:39:34 AM |
Ask9:39:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
-5.31% |
0.195
Bid Size: 32,000 |
0.205
Ask Size: 32,000 |
Walgreens Boots Alli... |
17.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L27 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.00 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: |
-7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.36 |
| Parity: |
0.10 |
| Time value: |
0.11 |
| Break-even: |
13.84 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
5.08% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-3.81 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.196 |
| High: |
0.196 |
| Low: |
0.196 |
| Previous Close: |
0.207 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.11% |
| 1 Month |
|
|
-1.01% |
| 3 Months |
|
|
+113.04% |
| YTD |
|
|
+154.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.196 |
| 1M High / 1M Low: |
0.280 |
0.189 |
| 6M High / 6M Low: |
0.280 |
0.064 |
| High (YTD): |
2024-05-30 |
0.280 |
| Low (YTD): |
2024-01-08 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.86% |
| Volatility 6M: |
|
152.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
