BVT Put 5.4 BP/ 20.09.2024
/ DE000VM3VYP6
BVT Put 5.4 BP/ 20.09.2024/ DE000VM3VYP6 /
| 12/06/2024 20:04:37 |
Chg.+0.040 |
Bid09:54:05 |
Ask09:54:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+4.49% |
0.940
Bid Size: 81,000 |
0.950
Ask Size: 81,000 |
BP PLC $0.25 |
5.40 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
VM3VYP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.40 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: |
-5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
0.85 |
| Time value: |
0.11 |
| Break-even: |
5.45 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
6.67% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-4.17 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.940 |
| Low: |
0.840 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+63.16% |
| 3 Months |
|
|
+19.23% |
| YTD |
|
|
-10.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.850 |
| 1M High / 1M Low: |
0.960 |
0.570 |
| 6M High / 6M Low: |
1.250 |
0.450 |
| High (YTD): |
18/01/2024 |
1.250 |
| Low (YTD): |
23/04/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.99% |
| Volatility 6M: |
|
90.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
