BVT Call 4.4 BP/ 20.09.2024
/ DE000VM8LWU0
BVT Call 4.4 BP/ 20.09.2024/ DE000VM8LWU0 /
| 6/13/2024 4:54:23 PM |
Chg.-0.050 |
Bid7:14:33 PM |
Ask7:14:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-11.36% |
0.400
Bid Size: 7,500 |
0.440
Ask Size: 7,500 |
BP PLC $0.25 |
4.40 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
VM8LWU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
1/18/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.30 |
| Time value: |
0.19 |
| Break-even: |
5.70 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
11.36% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
8.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.390 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
-53.01% |
| 3 Months |
|
|
-45.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.830 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
