BVT Put 5.6 BP/ 20.09.2024
/ DE000VM348D7
BVT Put 5.6 BP/ 20.09.2024/ DE000VM348D7 /
| 2024-05-31 8:03:32 PM |
Chg.-0.050 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-5.43% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
5.60 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
VM348D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.60 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
0.83 |
| Time value: |
0.10 |
| Break-even: |
5.65 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
6.90% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-4.41 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.870 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
-21.62% |
| YTD |
|
|
-29.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.870 |
| 1M High / 1M Low: |
0.960 |
0.690 |
| 6M High / 6M Low: |
1.460 |
0.600 |
| High (YTD): |
2024-01-18 |
1.460 |
| Low (YTD): |
2024-04-12 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.897 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.023 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.41% |
| Volatility 6M: |
|
72.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
