BVT Put 5.4 BP/ 20.09.2024
/ DE000VM3VYP6
BVT Put 5.4 BP/ 20.09.2024/ DE000VM3VYP6 /
| 9/6/2024 8:54:40 AM |
Chg.+0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+0.67% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
5.40 GBP |
9/20/2024 |
Put |
Master data
| WKN: |
VM3VYP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.40 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.22 |
| Parity: |
1.60 |
| Time value: |
0.04 |
| Break-even: |
4.76 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
3.14% |
| Delta: |
-0.89 |
| Theta: |
-0.01 |
| Omega: |
-2.61 |
| Rho: |
0.00 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.80% |
| 1 Month |
|
|
+13.53% |
| 3 Months |
|
|
+62.37% |
| YTD |
|
|
+41.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.28 |
| 1M High / 1M Low: |
1.51 |
1.13 |
| 6M High / 6M Low: |
1.51 |
0.40 |
| High (YTD): |
9/6/2024 |
1.51 |
| Low (YTD): |
4/15/2024 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.21% |
| Volatility 6M: |
|
110.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
