BVT Put 5.2 BP/ 20.09.2024
/ DE000VM3VZA5
BVT Put 5.2 BP/ 20.09.2024/ DE000VM3VZA5 /
| 13/06/2024 20:01:19 |
Chg.+0.040 |
Bid09:19:50 |
Ask09:19:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+5.56% |
0.770
Bid Size: 85,000 |
0.780
Ask Size: 85,000 |
BP PLC $0.25 |
5.20 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
VM3VZA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.20 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: |
-7.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
0.65 |
| Time value: |
0.12 |
| Break-even: |
5.39 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
6.94% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-4.89 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.740 |
| High: |
0.790 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+85.37% |
| 3 Months |
|
|
+28.81% |
| YTD |
|
|
-11.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.640 |
| 1M High / 1M Low: |
0.760 |
0.410 |
| 6M High / 6M Low: |
1.060 |
0.330 |
| High (YTD): |
18/01/2024 |
1.060 |
| Low (YTD): |
29/04/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.30% |
| Volatility 6M: |
|
104.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
