BVT Put 3.6 BP/ 20.12.2024
/ DE000VM8LWY2
BVT Put 3.6 BP/ 20.12.2024/ DE000VM8LWY2 /
| 9/12/2024 7:54:15 PM |
Chg.-0.015 |
Bid9:32:16 AM |
Ask9:32:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-15.15% |
0.082
Bid Size: 178,000 |
0.092
Ask Size: 178,000 |
BP PLC $0.25 |
3.60 GBP |
12/20/2024 |
Put |
Master data
| WKN: |
VM8LWY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.60 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/18/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-0.50 |
| Time value: |
0.10 |
| Break-even: |
4.17 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
11.63% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-10.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.087 |
| High: |
0.089 |
| Low: |
0.084 |
| Previous Close: |
0.099 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.074 |
| 1M High / 1M Low: |
0.108 |
0.033 |
| 6M High / 6M Low: |
0.108 |
0.026 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.06% |
| Volatility 6M: |
|
202.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
