BVT Put 16.5 WBA 21.06.2024
/ DE000VM2CLX9
BVT Put 16.5 WBA 21.06.2024/ DE000VM2CLX9 /
| 2024-06-12 8:38:03 AM |
Chg.-0.005 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-7.25% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
16.50 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM2CLX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.35 |
| Parity: |
0.05 |
| Time value: |
0.03 |
| Break-even: |
14.57 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.01 |
| Spread %: |
14.49% |
| Delta: |
-0.65 |
| Theta: |
-0.02 |
| Omega: |
-12.18 |
| Rho: |
0.00 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
+8.47% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.068 |
| 1M High / 1M Low: |
0.171 |
0.019 |
| 6M High / 6M Low: |
0.171 |
0.019 |
| High (YTD): |
2024-05-30 |
0.171 |
| Low (YTD): |
2024-05-20 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
570.76% |
| Volatility 6M: |
|
313.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
