BVT Put 26 WBA 21.06.2024
/ DE000VU9JL30
BVT Put 26 WBA 21.06.2024/ DE000VU9JL30 /
| 6/7/2024 8:50:39 AM |
Chg.0.000 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
26.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VU9JL3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/6/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.35 |
| Parity: |
0.94 |
| Time value: |
0.01 |
| Break-even: |
14.57 |
| Moneyness: |
1.64 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
-0.93 |
| Theta: |
-0.02 |
| Omega: |
-1.43 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.10% |
| 1 Month |
|
|
+12.05% |
| 3 Months |
|
|
+82.35% |
| YTD |
|
|
+244.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.890 |
| 1M High / 1M Low: |
1.040 |
0.720 |
| 6M High / 6M Low: |
1.040 |
0.260 |
| High (YTD): |
5/30/2024 |
1.040 |
| Low (YTD): |
1/8/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.74% |
| Volatility 6M: |
|
107.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
