BVT Put 5.2 BP/ 20.09.2024
/ DE000VM3VZA5
BVT Put 5.2 BP/ 20.09.2024/ DE000VM3VZA5 /
2024-05-17 8:04:37 PM |
Chg.-0.010 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-2.17% |
- Bid Size: - |
- Ask Size: - |
BP PLC $0.25 |
5.20 GBP |
2024-09-20 |
Put |
Master data
WKN: |
VM3VZA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BP PLC $0.25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.20 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: |
-10.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.27 |
Historic volatility: |
0.21 |
Parity: |
0.36 |
Time value: |
0.17 |
Break-even: |
5.53 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
8.16% |
Delta: |
-0.59 |
Theta: |
0.00 |
Omega: |
-6.31 |
Rho: |
-0.01 |
Quote data
Open: |
0.460 |
High: |
0.470 |
Low: |
0.450 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
+9.76% |
3 Months |
|
|
-40.00% |
YTD |
|
|
-47.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.390 |
1M High / 1M Low: |
0.470 |
0.330 |
6M High / 6M Low: |
1.060 |
0.330 |
High (YTD): |
2024-01-18 |
1.060 |
Low (YTD): |
2024-04-29 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.389 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.685 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.88% |
Volatility 6M: |
|
90.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |