BVT Put 5.4 BP/ 20.09.2024
/ DE000VM3VYP6
BVT Put 5.4 BP/ 20.09.2024/ DE000VM3VYP6 /
| 2024-05-17 8:04:35 PM |
Chg.-0.010 |
Bid10:14:50 AM |
Ask10:14:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-1.56% |
0.600
Bid Size: 89,000 |
0.610
Ask Size: 89,000 |
BP PLC $0.25 |
5.40 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VYP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.40 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: |
-8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
0.56 |
| Time value: |
0.14 |
| Break-even: |
5.61 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
7.69% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-5.30 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.640 |
| High: |
0.650 |
| Low: |
0.630 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+21.15% |
| 3 Months |
|
|
-32.98% |
| YTD |
|
|
-39.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.570 |
| 1M High / 1M Low: |
0.650 |
0.450 |
| 6M High / 6M Low: |
1.250 |
0.450 |
| High (YTD): |
2024-01-18 |
1.250 |
| Low (YTD): |
2024-04-23 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.853 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.48% |
| Volatility 6M: |
|
81.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
