BVT Put 23 iShares US Treasury Bond ETF 20.09.2024
/ DE000VD5PAS8
BVT Put 23 iShares US Treasury Bo.../ DE000VD5PAS8 /
| 2024-06-10 5:05:07 PM |
Chg.+0.040 |
Bid7:02:15 PM |
Ask7:02:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+7.41% |
0.600
Bid Size: 30,000 |
0.620
Ask Size: 30,000 |
- |
23.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD5PAS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-36.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
- |
| Historic volatility: |
0.05 |
| Parity: |
2.18 |
| Time value: |
-1.61 |
| Break-even: |
22.43 |
| Moneyness: |
1.10 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.550 |
| High: |
0.580 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
0.650 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
