BVT Put 4.8 BP/ 20.09.2024
/ DE000VM3VYQ4
BVT Put 4.8 BP/ 20.09.2024/ DE000VM3VYQ4 /
| 2024-05-17 7:52:09 PM |
Chg.-0.006 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.198EUR |
-2.94% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
4.80 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VYQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.80 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: |
-24.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.11 |
| Time value: |
0.24 |
| Break-even: |
5.36 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
9.72% |
| Delta: |
-0.38 |
| Theta: |
0.00 |
| Omega: |
-9.23 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.202 |
| High: |
0.208 |
| Low: |
0.198 |
| Previous Close: |
0.204 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.79% |
| 1 Month |
|
|
-9.17% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-63.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.174 |
| 1M High / 1M Low: |
0.220 |
0.162 |
| 6M High / 6M Low: |
0.710 |
0.162 |
| High (YTD): |
2024-01-18 |
0.710 |
| Low (YTD): |
2024-04-24 |
0.162 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.191 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.54% |
| Volatility 6M: |
|
99.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
