BVT Put 4 BP/ 20.12.2024/ DE000VM4KFA8 /
11/07/2024 20:04:44 | Chg.+0.004 | Bid09:29:46 | Ask09:29:46 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.104EUR | +4.00% | 0.101 Bid Size: 152,000 |
0.111 Ask Size: 152,000 |
BP PLC $0.25 | 4.00 GBP | 20/12/2024 | Put |
Master data
WKN: | VM4KFA |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | BP PLC $0.25 |
Type: | Warrant |
Option type: | Put |
Strike price: | 4.00 GBP |
Maturity: | 20/12/2024 |
Issue date: | 25/10/2023 |
Last trading day: | 20/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -48.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.22 |
Parity: | -0.64 |
Time value: | 0.11 |
Break-even: | 4.63 |
Moneyness: | 0.88 |
Premium: | 0.14 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.01 |
Spread %: | 9.80% |
Delta: | -0.19 |
Theta: | 0.00 |
Omega: | -9.13 |
Rho: | -0.01 |
Quote data
Open: | 0.106 |
---|---|
High: | 0.108 |
Low: | 0.104 |
Previous Close: | 0.100 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +50.72% | ||
---|---|---|---|
1 Month | -6.31% | ||
3 Months | +8.33% | ||
YTD | -61.48% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.104 | 0.069 |
---|---|---|
1M High / 1M Low: | 0.129 | 0.061 |
6M High / 6M Low: | 0.320 | 0.061 |
High (YTD): | 18/01/2024 | 0.320 |
Low (YTD): | 04/07/2024 | 0.061 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.090 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.093 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.143 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 187.95% | |
Volatility 6M: | 119.09% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |