BVT Call 4.2 BP/ 20.06.2025
/ DE000VM8LW23
BVT Call 4.2 BP/ 20.06.2025/ DE000VM8LW23 /
10/15/2024 8:43:11 AM |
Chg.-0.040 |
Bid3:54:37 PM |
Ask3:54:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-11.76% |
0.231 Bid Size: 178,000 |
0.241 Ask Size: 178,000 |
BP PLC $0.25 |
4.20 GBP |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
1/18/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-0.17 |
Time value: |
0.37 |
Break-even: |
5.40 |
Moneyness: |
0.97 |
Premium: |
0.11 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
8.82% |
Delta: |
0.52 |
Theta: |
0.00 |
Omega: |
6.80 |
Rho: |
0.01 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.83% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-57.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.330 |
1M High / 1M Low: |
0.420 |
0.210 |
6M High / 6M Low: |
1.640 |
0.210 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.355 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.324 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.788 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.55% |
Volatility 6M: |
|
116.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |