BVT Call 4.2 BP/ 20.06.2025
/ DE000VM8LW23
BVT Call 4.2 BP/ 20.06.2025/ DE000VM8LW23 /
| 2024-08-08 7:43:21 PM |
Chg.-0.010 |
Bid9:38:27 PM |
Ask9:38:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.550
Bid Size: 7,000 |
0.590
Ask Size: 7,000 |
BP PLC $0.25 |
4.20 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
VM8LW2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.23 |
| Time value: |
0.37 |
| Break-even: |
5.48 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
7.14% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
5.86 |
| Rho: |
0.03 |
Quote data
| Open: |
0.540 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.13% |
| 1 Month |
|
|
-39.78% |
| 3 Months |
|
|
-52.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.530 |
| 1M High / 1M Low: |
0.930 |
0.530 |
| 6M High / 6M Low: |
1.550 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.74% |
| Volatility 6M: |
|
75.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
