BVT Call 5.4 BP/ 19.12.2025
/ DE000VD87RY6
BVT Call 5.4 BP/ 19.12.2025/ DE000VD87RY6 /
| 2024-10-14 7:42:27 PM |
Chg.-0.004 |
Bid10:11:41 AM |
Ask10:11:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.107EUR |
-3.60% |
0.078
Bid Size: 182,000 |
0.088
Ask Size: 182,000 |
BP PLC $0.25 |
5.40 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
VD87RY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.40 GBP |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-07-04 |
| Last trading day: |
2025-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-1.60 |
| Time value: |
0.11 |
| Break-even: |
6.58 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
9.62% |
| Delta: |
0.19 |
| Theta: |
0.00 |
| Omega: |
8.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.104 |
| High: |
0.107 |
| Low: |
0.103 |
| Previous Close: |
0.111 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.31% |
| 1 Month |
|
|
+4.90% |
| 3 Months |
|
|
-57.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.107 |
| 1M High / 1M Low: |
0.130 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
