BVT Call 4.2 BP/ 19.12.2025
/ DE000VD92N46
BVT Call 4.2 BP/ 19.12.2025/ DE000VD92N46 /
| 19/11/2024 10:20:47 |
Chg.-0.020 |
Bid13:09:07 |
Ask13:09:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-6.45% |
0.300
Bid Size: 186,000 |
0.310
Ask Size: 186,000 |
BP PLC $0.25 |
4.20 GBP |
19/12/2025 |
Call |
Master data
| WKN: |
VD92N4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
19/12/2025 |
| Issue date: |
16/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-0.39 |
| Time value: |
0.35 |
| Break-even: |
5.37 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
6.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.93% |
| 1 Month |
|
|
-23.68% |
| 3 Months |
|
|
-59.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.234 |
| 1M High / 1M Low: |
0.420 |
0.234 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.275 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
