BVT Put 4.8 BP/ 21.03.2025
/ DE000VD3D298
BVT Put 4.8 BP/ 21.03.2025/ DE000VD3D298 /
| 12/09/2024 19:53:56 |
Chg.-0.050 |
Bid09:27:45 |
Ask09:27:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-4.81% |
0.990
Bid Size: 102,000 |
1.000
Ask Size: 102,000 |
BP PLC $0.25 |
4.80 GBP |
21/03/2025 |
Put |
Master data
| WKN: |
VD3D29 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.80 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.93 |
| Time value: |
0.12 |
| Break-even: |
4.64 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-3.10 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.010 |
| High: |
1.020 |
| Low: |
0.990 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.02% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+73.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.940 |
| 1M High / 1M Low: |
1.090 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
