BVT Put 4.8 BP/ 20.09.2024
/ DE000VM3VYQ4
BVT Put 4.8 BP/ 20.09.2024/ DE000VM3VYQ4 /
| 6/7/2024 8:55:18 AM |
Chg.-0.010 |
Bid6:04:09 PM |
Ask6:04:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-2.78% |
0.360
Bid Size: 8,400 |
0.390
Ask Size: 8,400 |
BP PLC $0.25 |
4.80 GBP |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.19 |
| Time value: |
0.20 |
| Break-even: |
5.25 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
11.43% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-7.51 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.55% |
| 1 Month |
|
|
+82.29% |
| 3 Months |
|
|
-10.26% |
| YTD |
|
|
-38.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.185 |
| 1M High / 1M Low: |
0.360 |
0.166 |
| 6M High / 6M Low: |
0.700 |
0.156 |
| High (YTD): |
1/18/2024 |
0.700 |
| Low (YTD): |
4/15/2024 |
0.156 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.269 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.24% |
| Volatility 6M: |
|
134.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
