BVT Call 4.6 BP/ 20.09.2024
/ DE000VM6EGH9
BVT Call 4.6 BP/ 20.09.2024/ DE000VM6EGH9 /
| 2024-06-07 8:22:30 AM |
Chg.+0.010 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
4.60 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
VM6EGH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
0.27 |
| Break-even: |
5.71 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
10.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.43% |
| 1 Month |
|
|
-56.25% |
| 3 Months |
|
|
-44.00% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.270 |
| 1M High / 1M Low: |
0.660 |
0.270 |
| 6M High / 6M Low: |
1.050 |
0.270 |
| High (YTD): |
2024-04-15 |
1.050 |
| Low (YTD): |
2024-06-06 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.556 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.82% |
| Volatility 6M: |
|
124.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
