BVT Put 5.4 BP/ 20.09.2024
/ DE000VM3VYP6
BVT Put 5.4 BP/ 20.09.2024/ DE000VM3VYP6 /
| 6/7/2024 8:03:08 PM |
Chg.+0.020 |
Bid9:58:34 PM |
Ask9:58:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+2.15% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
5.40 GBP |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
0.90 |
| Time value: |
0.11 |
| Break-even: |
5.35 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
6.32% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-3.89 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.920 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.94% |
| 1 Month |
|
|
+53.23% |
| 3 Months |
|
|
+5.56% |
| YTD |
|
|
-8.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.750 |
| 1M High / 1M Low: |
0.960 |
0.550 |
| 6M High / 6M Low: |
1.250 |
0.450 |
| High (YTD): |
1/18/2024 |
1.250 |
| Low (YTD): |
4/23/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.830 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.35% |
| Volatility 6M: |
|
88.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
