BVT Put 4.4 BP/ 20.09.2024
/ DE000VM3VYS0
BVT Put 4.4 BP/ 20.09.2024/ DE000VM3VYS0 /
| 6/7/2024 8:55:18 AM |
Chg.-0.006 |
Bid5:36:00 PM |
Ask5:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.128EUR |
-4.48% |
0.131
Bid Size: 10,000 |
0.142
Ask Size: 10,000 |
BP PLC $0.25 |
4.40 GBP |
9/20/2024 |
Put |
Master data
| WKN: |
VM3VYS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.40 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
0.15 |
| Break-even: |
5.02 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
10.69% |
| Delta: |
-0.30 |
| Theta: |
0.00 |
| Omega: |
-11.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.128 |
| High: |
0.128 |
| Low: |
0.128 |
| Previous Close: |
0.134 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+56.10% |
| 3 Months |
|
|
-37.86% |
| YTD |
|
|
-63.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.134 |
0.066 |
| 1M High / 1M Low: |
0.134 |
0.066 |
| 6M High / 6M Low: |
0.420 |
0.066 |
| High (YTD): |
1/18/2024 |
0.420 |
| Low (YTD): |
6/3/2024 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.77% |
| Volatility 6M: |
|
142.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
