BVT Put 4.8 BP/ 20.09.2024
/ DE000VM3VYQ4
BVT Put 4.8 BP/ 20.09.2024/ DE000VM3VYQ4 /
| 20/05/2024 19:51:04 |
Chg.+0.004 |
Bid21:48:54 |
Ask21:48:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
+2.02% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
4.80 GBP |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.14 |
| Time value: |
0.23 |
| Break-even: |
5.38 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
10.14% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-9.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.181 |
| High: |
0.202 |
| Low: |
0.181 |
| Previous Close: |
0.198 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.60% |
| 1 Month |
|
|
+1.00% |
| 3 Months |
|
|
-53.02% |
| YTD |
|
|
-62.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.186 |
| 1M High / 1M Low: |
0.211 |
0.162 |
| 6M High / 6M Low: |
0.710 |
0.162 |
| High (YTD): |
18/01/2024 |
0.710 |
| Low (YTD): |
24/04/2024 |
0.162 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.407 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.59% |
| Volatility 6M: |
|
99.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
