BVT Call 5.2 BP/ 20.09.2024
/ DE000VM4D3K1
BVT Call 5.2 BP/ 20.09.2024/ DE000VM4D3K1 /
2024-05-20 8:04:56 PM |
Chg.-0.017 |
Bid9:48:53 PM |
Ask9:48:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.143EUR |
-10.63% |
- Bid Size: - |
- Ask Size: - |
BP PLC $0.25 |
5.20 GBP |
2024-09-20 |
Call |
Master data
WKN: |
VM4D3K |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BP PLC $0.25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.20 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-24 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
-0.33 |
Time value: |
0.17 |
Break-even: |
6.25 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
13.82% |
Delta: |
0.38 |
Theta: |
0.00 |
Omega: |
12.76 |
Rho: |
0.01 |
Quote data
Open: |
0.165 |
High: |
0.165 |
Low: |
0.143 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.13% |
1 Month |
|
|
-60.28% |
3 Months |
|
|
-18.29% |
YTD |
|
|
-32.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.191 |
0.143 |
1M High / 1M Low: |
0.410 |
0.143 |
6M High / 6M Low: |
0.470 |
0.126 |
High (YTD): |
2024-04-12 |
0.470 |
Low (YTD): |
2024-01-24 |
0.126 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.236 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.62% |
Volatility 6M: |
|
150.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |