BVT Put 4.6 BP/ 20.09.2024
/ DE000VM3VYR2
BVT Put 4.6 BP/ 20.09.2024/ DE000VM3VYR2 /
| 2024-05-20 7:42:59 PM |
Chg.-0.002 |
Bid9:48:53 PM |
Ask9:48:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
-1.60% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
4.60 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VYR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.60 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.37 |
| Time value: |
0.14 |
| Break-even: |
5.23 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
10.16% |
| Delta: |
-0.26 |
| Theta: |
0.00 |
| Omega: |
-10.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.113 |
| High: |
0.123 |
| Low: |
0.112 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.85% |
| 1 Month |
|
|
-12.14% |
| 3 Months |
|
|
-63.82% |
| YTD |
|
|
-71.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.135 |
0.113 |
| 1M High / 1M Low: |
0.135 |
0.109 |
| 6M High / 6M Low: |
0.550 |
0.109 |
| High (YTD): |
2024-01-18 |
0.550 |
| Low (YTD): |
2024-04-24 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.53% |
| Volatility 6M: |
|
104.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
