BVT Put 4 BP/ 21.03.2025/ DE000VD3YDT7 /
| 19/11/2024 13:53:29 | Chg.+0.030 | Bid14:00:47 | Ask14:00:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.370EUR | +8.82% | 0.370 Bid Size: 166,000 |
0.380 Ask Size: 166,000 |
BP PLC $0.25 | 4.00 GBP | 21/03/2025 | Put |
Master data
| WKN: | VD3YDT |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | BP PLC $0.25 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 4.00 GBP |
| Maturity: | 21/03/2025 |
| Issue date: | 12/04/2024 |
| Last trading day: | 21/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -12.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | 0.15 |
| Time value: | 0.21 |
| Break-even: | 4.42 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 9.09% |
| Delta: | -0.52 |
| Theta: | 0.00 |
| Omega: | -6.67 |
| Rho: | -0.01 |
Quote data
| Open: | 0.360 |
|---|---|
| High: | 0.370 |
| Low: | 0.360 |
| Previous Close: | 0.340 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -26.00% | ||
|---|---|---|---|
| 1 Month | +15.63% | ||
| 3 Months | +129.81% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.500 | 0.340 |
|---|---|---|
| 1M High / 1M Low: | 0.500 | 0.300 |
| 6M High / 6M Low: | 0.500 | 0.110 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.416 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.397 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.243 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 191.33% | |
| Volatility 6M: | 169.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
