BVT Put 175 BA 20.09.2024
/ DE000VM3L5V4
BVT Put 175 BA 20.09.2024/ DE000VM3L5V4 /
| 2024-05-31 8:54:30 AM |
Chg.-0.07 |
Bid9:10:13 AM |
Ask9:10:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-5.83% |
1.15
Bid Size: 16,000 |
1.20
Ask Size: 16,000 |
Boeing Co |
175.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L5V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 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: |
-13.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.21 |
| Time value: |
0.95 |
| Break-even: |
149.97 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
-0.47 |
| Theta: |
-0.04 |
| Omega: |
-6.42 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.24% |
| 1 Month |
|
|
-5.04% |
| 3 Months |
|
|
+88.33% |
| YTD |
|
|
+352.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.09 |
| 1M High / 1M Low: |
1.25 |
0.69 |
| 6M High / 6M Low: |
1.69 |
0.25 |
| High (YTD): |
2024-04-25 |
1.69 |
| Low (YTD): |
2024-01-02 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.07% |
| Volatility 6M: |
|
206.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
