BVT Call 5.8 BP/ 19.12.2025
/ DE000VD87RU4
BVT Call 5.8 BP/ 19.12.2025/ DE000VD87RU4 /
| 2024-08-08 2:07:10 PM |
Chg.-0.011 |
Bid2:13:13 PM |
Ask2:13:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
-8.59% |
0.116
Bid Size: 172,000 |
0.126
Ask Size: 172,000 |
BP PLC $0.25 |
5.80 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
VD87RU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.80 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: |
37.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
-1.63 |
| Time value: |
0.14 |
| Break-even: |
6.87 |
| Moneyness: |
0.76 |
| Premium: |
0.35 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
8.00% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
8.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.119 |
| High: |
0.119 |
| Low: |
0.117 |
| Previous Close: |
0.128 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.09% |
| 1 Month |
|
|
-53.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.165 |
0.117 |
| 1M High / 1M Low: |
0.250 |
0.117 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
