BVT Put 4.4 BP/ 20.06.2025
/ DE000VM7ZX68
BVT Put 4.4 BP/ 20.06.2025/ DE000VM7ZX68 /
| 19/11/2024 08:41:15 |
Chg.-0.020 |
Bid15:54:23 |
Ask15:54:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-2.53% |
0.810
Bid Size: 123,000 |
0.820
Ask Size: 123,000 |
BP PLC $0.25 |
4.40 GBP |
20/06/2025 |
Put |
Master data
| WKN: |
VM7ZX6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.40 GBP |
| Maturity: |
20/06/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.63 |
| Time value: |
0.18 |
| Break-even: |
4.45 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
5.19% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-3.53 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
+6.94% |
| 3 Months |
|
|
+79.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.790 |
| 1M High / 1M Low: |
0.980 |
0.670 |
| 6M High / 6M Low: |
0.980 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.535 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.62% |
| Volatility 6M: |
|
112.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
