BVT Put 5.6 BP/ 20.09.2024
/ DE000VM348D7
BVT Put 5.6 BP/ 20.09.2024/ DE000VM348D7 /
| 6/7/2024 8:03:24 PM |
Chg.+0.010 |
Bid9:58:34 PM |
Ask9:58:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+0.86% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
5.60 GBP |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/18/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
1.13 |
| Time value: |
0.10 |
| Break-even: |
5.35 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
5.13% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-3.32 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.180 |
| High: |
1.180 |
| Low: |
1.150 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.48% |
| 1 Month |
|
|
+48.10% |
| 3 Months |
|
|
+10.38% |
| YTD |
|
|
-4.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.870 |
| 1M High / 1M Low: |
1.180 |
0.740 |
| 6M High / 6M Low: |
1.460 |
0.600 |
| High (YTD): |
1/18/2024 |
1.460 |
| Low (YTD): |
4/12/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.11% |
| Volatility 6M: |
|
77.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
