BVT Put 23 iShares US Treasury Bond ETF 21.06.2024
/ DE000VD5PAW0
BVT Put 23 iShares US Treasury Bo.../ DE000VD5PAW0 /
| 2024-06-10 8:16:00 AM |
Chg.+0.170 |
Bid10:14:30 AM |
Ask10:14:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+65.38% |
0.480
Bid Size: 8,000 |
0.620
Ask Size: 8,000 |
- |
23.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VD5PAW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-40.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
- |
| Historic volatility: |
0.05 |
| Parity: |
2.18 |
| Time value: |
-1.67 |
| Break-even: |
22.49 |
| Moneyness: |
1.10 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.52% |
| 1 Month |
|
|
-12.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.260 |
| 1M High / 1M Low: |
0.580 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
