BVT Put 15.5 WBA 21.06.2024
/ DE000VM3RD90
BVT Put 15.5 WBA 21.06.2024/ DE000VM3RD90 /
| 2024-04-30 7:51:08 PM |
Chg.+0.001 |
Bid9:35:09 AM |
Ask9:35:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
+4.17% |
0.033
Bid Size: 32,000 |
0.043
Ask Size: 32,000 |
Walgreens Boots Alli... |
15.50 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3RD9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.34 |
| Parity: |
-0.17 |
| Time value: |
0.04 |
| Break-even: |
14.09 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.01 |
| Spread %: |
37.04% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-9.52 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.023 |
| High: |
0.027 |
| Low: |
0.021 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
-10.71% |
| YTD |
|
|
-19.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.024 |
| 1M High / 1M Low: |
0.046 |
0.020 |
| 6M High / 6M Low: |
0.098 |
0.007 |
| High (YTD): |
2024-04-15 |
0.046 |
| Low (YTD): |
2024-03-28 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.62% |
| Volatility 6M: |
|
537.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
