BVT Put 22 WBA 21.06.2024
/ DE000VM1A9B3
BVT Put 22 WBA 21.06.2024/ DE000VM1A9B3 /
| 2024-05-24 8:03:02 PM |
Chg.-0.020 |
Bid9:54:35 PM |
Ask9:54:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-3.57% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
22.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM1A9B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.34 |
| Parity: |
0.55 |
| Time value: |
0.01 |
| Break-even: |
14.68 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.90 |
| Theta: |
-0.01 |
| Omega: |
-2.36 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.95% |
| 1 Month |
|
|
+31.71% |
| 3 Months |
|
|
+131.76% |
| YTD |
|
|
+297.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.370 |
| 1M High / 1M Low: |
0.560 |
0.370 |
| 6M High / 6M Low: |
0.560 |
0.120 |
| High (YTD): |
2024-05-23 |
0.560 |
| Low (YTD): |
2024-01-08 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.84% |
| Volatility 6M: |
|
217.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
