BVT Put 5.2 BP/ 21.03.2025
/ DE000VD3D264
BVT Put 5.2 BP/ 21.03.2025/ DE000VD3D264 /
| 19/11/2024 10:21:15 |
Chg.+0.030 |
Bid13:35:53 |
Ask13:35:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+1.88% |
1.630
Bid Size: 95,000 |
1.640
Ask Size: 95,000 |
BP PLC $0.25 |
5.20 GBP |
21/03/2025 |
Put |
Master data
| WKN: |
VD3D26 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.20 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: |
-2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
1.58 |
| Time value: |
0.06 |
| Break-even: |
4.58 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
3.14% |
| Delta: |
-0.81 |
| Theta: |
0.00 |
| Omega: |
-2.29 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.630 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.93% |
| 1 Month |
|
|
+9.40% |
| 3 Months |
|
|
+66.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.600 |
| 1M High / 1M Low: |
1.830 |
1.440 |
| 6M High / 6M Low: |
1.830 |
0.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.158 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.70% |
| Volatility 6M: |
|
88.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
