BVT Put 5 BP/ 20.09.2024/ DE000VM3VX82 /
| 07/06/2024 08:55:19 | Chg.-0.010 | Bid22:00:05 | Ask22:00:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.520EUR | -1.89% | - Bid Size: - |
- Ask Size: - |
BP PLC $0.25 | 5.00 GBP | 20/09/2024 | Put |
Master data
| WKN: | VM3VX8 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | BP PLC $0.25 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 5.00 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: | -9.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.21 |
| Parity: | 0.43 |
| Time value: | 0.15 |
| Break-even: | 5.31 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 9.43% |
| Delta: | -0.62 |
| Theta: | 0.00 |
| Omega: | -5.87 |
| Rho: | -0.01 |
Quote data
| Open: | 0.520 |
|---|---|
| High: | 0.520 |
| Low: | 0.520 |
| Previous Close: | 0.530 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +48.57% | ||
|---|---|---|---|
| 1 Month | +79.31% | ||
| 3 Months | -1.89% | ||
| YTD | -27.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.530 | 0.300 |
|---|---|---|
| 1M High / 1M Low: | 0.530 | 0.250 |
| 6M High / 6M Low: | 0.870 | 0.215 |
| High (YTD): | 18/01/2024 | 0.870 |
| Low (YTD): | 15/04/2024 | 0.215 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.448 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.344 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.507 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 176.45% | |
| Volatility 6M: | 124.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
