BVT Put 5.6 BP/ 20.09.2024
/ DE000VM348D7
BVT Put 5.6 BP/ 20.09.2024/ DE000VM348D7 /
| 06/09/2024 08:37:41 |
Chg.+0.01 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
+0.57% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
5.60 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
VM348D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.60 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
18/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.22 |
| Parity: |
1.83 |
| Time value: |
0.05 |
| Break-even: |
4.76 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.05 |
| Spread %: |
2.73% |
| Delta: |
-0.89 |
| Theta: |
-0.01 |
| Omega: |
-2.28 |
| Rho: |
0.00 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.45% |
| 1 Month |
|
|
+12.90% |
| 3 Months |
|
|
+50.86% |
| YTD |
|
|
+42.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.52 |
| 1M High / 1M Low: |
1.75 |
1.38 |
| 6M High / 6M Low: |
1.75 |
0.52 |
| High (YTD): |
06/09/2024 |
1.75 |
| Low (YTD): |
15/04/2024 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.17% |
| Volatility 6M: |
|
95.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
