BVT Put 4.8 BP/ 20.09.2024
/ DE000VM3VYQ4
BVT Put 4.8 BP/ 20.09.2024/ DE000VM3VYQ4 /
| 03/06/2024 10:21:26 |
Chg.-0.011 |
Bid11:26:38 |
Ask11:26:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.184EUR |
-5.64% |
0.186
Bid Size: 142,000 |
0.196
Ask Size: 142,000 |
BP PLC $0.25 |
4.80 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
VM3VYQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.80 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.11 |
| Time value: |
0.22 |
| Break-even: |
5.42 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
11.28% |
| Delta: |
-0.38 |
| Theta: |
0.00 |
| Omega: |
-10.12 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.184 |
| High: |
0.184 |
| Low: |
0.184 |
| Previous Close: |
0.195 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-3.66% |
| 3 Months |
|
|
-56.19% |
| YTD |
|
|
-65.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.219 |
0.195 |
| 1M High / 1M Low: |
0.240 |
0.174 |
| 6M High / 6M Low: |
0.710 |
0.162 |
| High (YTD): |
18/01/2024 |
0.710 |
| Low (YTD): |
24/04/2024 |
0.162 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.207 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.21% |
| Volatility 6M: |
|
105.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
