BVT Put 11 W8A 21.03.2025
/ DE000VC589R8
BVT Put 11 W8A 21.03.2025/ DE000VC589R8 /
| 08/01/2025 08:55:03 |
Chg.- |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WALGREENS BOOTS AL.D... |
11.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VC589R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WALGREENS BOOTS AL.DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
18/10/2024 |
| Last trading day: |
08/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.57 |
| Parity: |
-0.27 |
| Time value: |
1.88 |
| Break-even: |
9.12 |
| Moneyness: |
0.98 |
| Premium: |
0.19 |
| Premium p.a.: |
2.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
-0.38 |
| Theta: |
-0.02 |
| Omega: |
-2.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.99 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.03% |
| 3 Months |
|
|
-17.62% |
| YTD |
|
|
-4.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.21 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
2.21 |
| Low (YTD): |
08/01/2025 |
1.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |