BVT Call 5.6 BP/ 20.06.2025
/ DE000VM7ZYF9
BVT Call 5.6 BP/ 20.06.2025/ DE000VM7ZYF9 /
| 2024-07-11 7:43:31 PM |
Chg.-0.005 |
Bid9:26:39 AM |
Ask9:26:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-4.35% |
0.115
Bid Size: 152,000 |
0.125
Ask Size: 152,000 |
BP PLC $0.25 |
5.60 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
VM7ZYF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.60 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-1.25 |
| Time value: |
0.13 |
| Break-even: |
6.76 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
9.57% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
9.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.110 |
| Previous Close: |
0.115 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-36.42% |
| 3 Months |
|
|
-79.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.110 |
| 1M High / 1M Low: |
0.218 |
0.110 |
| 6M High / 6M Low: |
0.530 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.55% |
| Volatility 6M: |
|
119.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
