BVT Put 3.6 BP/ 21.03.2025
/ DE000VD92M70
BVT Put 3.6 BP/ 21.03.2025/ DE000VD92M70 /
| 11/19/2024 1:41:55 PM |
Chg.+0.011 |
Bid2:25:59 PM |
Ask2:25:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.141EUR |
+8.46% |
0.143
Bid Size: 188,000 |
0.153
Ask Size: 188,000 |
BP PLC $0.25 |
3.60 GBP |
3/21/2025 |
Put |
Master data
| WKN: |
VD92M7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.60 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
7/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.33 |
| Time value: |
0.14 |
| Break-even: |
4.17 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
8.66% |
| Delta: |
-0.27 |
| Theta: |
0.00 |
| Omega: |
-9.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.134 |
| High: |
0.141 |
| Low: |
0.134 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.88% |
| 1 Month |
|
|
+0.71% |
| 3 Months |
|
|
+85.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.130 |
| 1M High / 1M Low: |
0.224 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
