BVT Put 22 WBA 21.06.2024
/ DE000VM1A9B3
BVT Put 22 WBA 21.06.2024/ DE000VM1A9B3 /
| 17/06/2024 17:01:56 |
Chg.+0.010 |
Bid18:26:35 |
Ask18:26:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
0.630
Bid Size: 75,000 |
0.640
Ask Size: 75,000 |
Walgreens Boots Alli... |
22.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM1A9B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
18/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
2.04 |
| Historic volatility: |
0.36 |
| Parity: |
0.60 |
| Time value: |
0.01 |
| Break-even: |
14.46 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.93 |
| Theta: |
-0.05 |
| Omega: |
-2.23 |
| Rho: |
0.00 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
+70.27% |
| 3 Months |
|
|
+176.32% |
| YTD |
|
|
+363.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.560 |
| 1M High / 1M Low: |
0.660 |
0.370 |
| 6M High / 6M Low: |
0.660 |
0.120 |
| High (YTD): |
29/05/2024 |
0.660 |
| Low (YTD): |
08/01/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.76% |
| Volatility 6M: |
|
211.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
