BVT Call 4.6 BP/ 20.09.2024
/ DE000VM6EGH9
BVT Call 4.6 BP/ 20.09.2024/ DE000VM6EGH9 /
| 2024-05-31 7:50:35 PM |
Chg.+0.050 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+10.87% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
4.60 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
VM6EGH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.35 |
| Time value: |
0.21 |
| Break-even: |
5.96 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
9.80% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
7.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.510 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.87% |
| 1 Month |
|
|
-31.08% |
| 3 Months |
|
|
+10.87% |
| YTD |
|
|
+2.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.460 |
| 1M High / 1M Low: |
0.740 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-12 |
0.970 |
| Low (YTD): |
2024-01-24 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.485 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
