BVT Put 5 BP/ 20.09.2024/ DE000VM3VX82 /
2024-06-07 8:04:58 PM | Chg.+0.010 | Bid9:16:57 PM | Ask9:16:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.530EUR | +1.92% | 0.510 Bid Size: 5,900 |
0.560 Ask Size: 5,900 |
BP PLC $0.25 | 5.00 GBP | 2024-09-20 | Put |
Master data
WKN: | VM3VX8 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | BP PLC $0.25 |
Type: | Warrant |
Option type: | Put |
Strike price: | 5.00 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: | -9.39 |
Leverage: | Yes |
Calculated values
Fair value: | 0.48 |
---|---|
Intrinsic value: | 0.43 |
Implied volatility: | 0.31 |
Historic volatility: | 0.21 |
Parity: | 0.43 |
Time value: | 0.15 |
Break-even: | 5.29 |
Moneyness: | 1.08 |
Premium: | 0.03 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.05 |
Spread %: | 9.43% |
Delta: | -0.62 |
Theta: | 0.00 |
Omega: | -5.85 |
Rho: | -0.01 |
Quote data
Open: | 0.540 |
---|---|
High: | 0.540 |
Low: | 0.510 |
Previous Close: | 0.520 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +70.97% | ||
---|---|---|---|
1 Month | +76.67% | ||
3 Months | +1.92% | ||
YTD | -23.19% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.540 | 0.310 |
---|---|---|
1M High / 1M Low: | 0.540 | 0.260 |
6M High / 6M Low: | 0.870 | 0.240 |
High (YTD): | 2024-01-18 | 0.870 |
Low (YTD): | 2024-04-29 | 0.240 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.448 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.345 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.506 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 167.58% | |
Volatility 6M: | 111.98% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |