BVT Call 5.6 BP/ 19.12.2025
/ DE000VD87RP4
BVT Call 5.6 BP/ 19.12.2025/ DE000VD87RP4 /
| 11/19/2024 8:41:36 AM |
Chg.+0.002 |
Bid4:08:30 PM |
Ask4:08:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+3.13% |
0.060
Bid Size: 186,000 |
0.070
Ask Size: 186,000 |
BP PLC $0.25 |
5.60 GBP |
12/19/2025 |
Call |
Master data
| WKN: |
VD87RP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.60 GBP |
| Maturity: |
12/19/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-2.06 |
| Time value: |
0.08 |
| Break-even: |
6.77 |
| Moneyness: |
0.69 |
| Premium: |
0.46 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
8.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.49% |
| 1 Month |
|
|
-1.49% |
| 3 Months |
|
|
-56.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.043 |
| 1M High / 1M Low: |
0.076 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
