BVT Put 4.6 BP/ 20.09.2024
/ DE000VM3VYR2
BVT Put 4.6 BP/ 20.09.2024/ DE000VM3VYR2 /
| 2024-05-20 8:53:30 AM |
Chg.- |
Bid8:11:06 AM |
Ask8:11:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
- |
0.125
Bid Size: 15,000 |
0.135
Ask Size: 15,000 |
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: |
0.119 |
| High: |
0.119 |
| Low: |
0.119 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.26% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
-65.00% |
| YTD |
|
|
-73.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.106 |
| 1M High / 1M Low: |
0.140 |
0.106 |
| 6M High / 6M Low: |
0.550 |
0.106 |
| High (YTD): |
2024-01-18 |
0.550 |
| Low (YTD): |
2024-05-14 |
0.106 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.19% |
| Volatility 6M: |
|
115.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
