BVT Call 5 BP/ 20.09.2024
/ DE000VM4SR84
BVT Call 5 BP/ 20.09.2024/ DE000VM4SR84 /
| 2024-06-07 7:43:45 PM |
Chg.0.000 |
Bid8:59:03 PM |
Ask8:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
0.00% |
0.100
Bid Size: 10,000 |
0.115
Ask Size: 10,000 |
BP PLC $0.25 |
5.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
VM4SR8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-0.43 |
| Time value: |
0.11 |
| Break-even: |
5.98 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
16.48% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
15.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.090 |
| High: |
0.102 |
| Low: |
0.090 |
| Previous Close: |
0.094 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.00% |
| 1 Month |
|
|
-70.63% |
| 3 Months |
|
|
-63.85% |
| YTD |
|
|
-67.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.093 |
| 1M High / 1M Low: |
0.340 |
0.093 |
| 6M High / 6M Low: |
0.620 |
0.093 |
| High (YTD): |
2024-04-12 |
0.620 |
| Low (YTD): |
2024-06-05 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.70% |
| Volatility 6M: |
|
153.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
