BVT Put 22 iShares US Treasury Bond ETF 20.09.2024
/ DE000VD5KM44
BVT Put 22 iShares US Treasury Bo.../ DE000VD5KM44 /
| 2024-06-10 2:01:56 PM |
Chg.+0.017 |
Bid4:13:13 PM |
Ask4:13:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.161EUR |
+11.81% |
0.156
Bid Size: 40,000 |
0.175
Ask Size: 40,000 |
- |
22.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD5KM4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-126.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
- |
| Historic volatility: |
0.05 |
| Parity: |
1.18 |
| Time value: |
-1.02 |
| Break-even: |
21.84 |
| Moneyness: |
1.06 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
13.01% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.161 |
| High: |
0.161 |
| Low: |
0.161 |
| Previous Close: |
0.144 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.33% |
| 1 Month |
|
|
-6.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.117 |
| 1M High / 1M Low: |
0.197 |
0.117 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
