BVT Put 5 BP/ 20.09.2024/ DE000VM3VX82 /
| 31/05/2024 08:53:39 | Chg.+0.020 | Bid22:00:39 | Ask22:00:39 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.350EUR | +6.06% | - 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: | -16.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.21 |
| Parity: | 0.12 |
| Time value: | 0.23 |
| Break-even: | 5.52 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 12.90% |
| Delta: | -0.50 |
| Theta: | 0.00 |
| Omega: | -8.22 |
| Rho: | -0.01 |
Quote data
| Open: | 0.350 |
|---|---|
| High: | 0.350 |
| Low: | 0.350 |
| Previous Close: | 0.330 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.41% | ||
|---|---|---|---|
| 1 Month | +29.63% | ||
| 3 Months | -43.55% | ||
| YTD | -51.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.350 | 0.310 |
|---|---|---|
| 1M High / 1M Low: | 0.370 | 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: | 0.335 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.310 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.515 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 112.84% | |
| Volatility 6M: | 110.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
