BVT Put 16.5 WBA 21.06.2024
/ DE000VM2CLX9
BVT Put 16.5 WBA 21.06.2024/ DE000VM2CLX9 /
| 2024-05-16 8:37:24 AM |
Chg.+0.003 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
+11.11% |
-
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: |
-38.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
-0.13 |
| Time value: |
0.04 |
| Break-even: |
14.72 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-10.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.15% |
| 1 Month |
|
|
-56.52% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.027 |
| 1M High / 1M Low: |
0.069 |
0.027 |
| 6M High / 6M Low: |
0.123 |
0.025 |
| High (YTD): |
2024-04-16 |
0.074 |
| Low (YTD): |
2024-01-09 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.053 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.67% |
| Volatility 6M: |
|
233.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
