BVT Put 31 WBA 21.06.2024
/ DE000VU9VBJ4
BVT Put 31 WBA 21.06.2024/ DE000VU9VBJ4 /
| 2024-06-05 8:03:22 PM |
Chg.+0.020 |
Bid9:56:59 PM |
Ask9:56:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+1.46% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
31.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9VBJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
1.88 |
| Historic volatility: |
0.35 |
| Parity: |
1.37 |
| Time value: |
0.01 |
| Break-even: |
14.69 |
| Moneyness: |
1.92 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.73% |
| Delta: |
-0.93 |
| Theta: |
-0.02 |
| Omega: |
-1.00 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.370 |
| High: |
1.390 |
| Low: |
1.370 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.71% |
| 1 Month |
|
|
+12.10% |
| 3 Months |
|
|
+51.09% |
| YTD |
|
|
+152.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.370 |
| 1M High / 1M Low: |
1.490 |
1.200 |
| 6M High / 6M Low: |
1.490 |
0.530 |
| High (YTD): |
2024-05-29 |
1.490 |
| Low (YTD): |
2024-01-02 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.969 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.17% |
| Volatility 6M: |
|
89.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
