BVT Call 4.6 BP/ 19.12.2025
/ DE000VD87RR0
BVT Call 4.6 BP/ 19.12.2025/ DE000VD87RR0 /
| 27/12/2024 08:42:06 |
Chg.-0.008 |
Bid20:31:14 |
Ask20:31:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
-4.85% |
0.159
Bid Size: 10,000 |
0.171
Ask Size: 10,000 |
BP PLC $0.25 |
4.60 GBP |
19/12/2025 |
Call |
Master data
| WKN: |
VD87RR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 GBP |
| Maturity: |
19/12/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-0.93 |
| Time value: |
0.17 |
| Break-even: |
5.70 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
6.96% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
7.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.157 |
| High: |
0.157 |
| Low: |
0.157 |
| Previous Close: |
0.165 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.27% |
| 1 Month |
|
|
-13.74% |
| 3 Months |
|
|
-13.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.165 |
0.164 |
| 1M High / 1M Low: |
0.217 |
0.159 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.165 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
