BVT Put 26 WBA 20.09.2024
/ DE000VM7NTH1
BVT Put 26 WBA 20.09.2024/ DE000VM7NTH1 /
| 2024-06-24 8:44:44 AM |
Chg.-0.010 |
Bid11:23:47 AM |
Ask11:23:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-1.05% |
0.930
Bid Size: 18,000 |
0.940
Ask Size: 18,000 |
Walgreens Boots Alli... |
26.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NTH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.36 |
| Parity: |
0.94 |
| Time value: |
0.01 |
| Break-even: |
14.83 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
-0.86 |
| Theta: |
0.00 |
| Omega: |
-1.36 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.09% |
| 1 Month |
|
|
+1.08% |
| 3 Months |
|
|
+70.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.920 |
| 1M High / 1M Low: |
1.040 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
