BVT Put 28 WBA 21.06.2024
/ DE000VU9JK31
BVT Put 28 WBA 21.06.2024/ DE000VU9JK31 /
2024-06-12 8:49:40 AM |
Chg.0.00 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Walgreens Boots Alli... |
28.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VU9JK3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Walgreens Boots Alliance Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-06 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
1.12 |
Implied volatility: |
1.98 |
Historic volatility: |
0.35 |
Parity: |
1.12 |
Time value: |
0.01 |
Break-even: |
14.77 |
Moneyness: |
1.76 |
Premium: |
0.00 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
0.89% |
Delta: |
-0.95 |
Theta: |
-0.02 |
Omega: |
-1.25 |
Rho: |
-0.01 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.90% |
1 Month |
|
|
+9.80% |
3 Months |
|
|
+77.78% |
YTD |
|
|
+211.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.13 |
1.11 |
1M High / 1M Low: |
1.23 |
0.90 |
6M High / 6M Low: |
1.23 |
0.36 |
High (YTD): |
2024-05-30 |
1.23 |
Low (YTD): |
2024-01-02 |
0.36 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.84% |
Volatility 6M: |
|
90.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |