BVT Call 5.8 BP/ 19.12.2025
/ DE000VD87RU4
BVT Call 5.8 BP/ 19.12.2025/ DE000VD87RU4 /
| 2024-11-19 2:06:39 PM |
Chg.-0.002 |
Bid3:32:05 PM |
Ask3:32:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-3.77% |
0.048
Bid Size: 188,000 |
0.058
Ask Size: 188,000 |
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: |
72.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-2.30 |
| Time value: |
0.06 |
| Break-even: |
7.00 |
| Moneyness: |
0.67 |
| Premium: |
0.51 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
18.52% |
| Delta: |
0.11 |
| Theta: |
0.00 |
| Omega: |
8.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.050 |
| High: |
0.051 |
| Low: |
0.050 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.84% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-57.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.037 |
| 1M High / 1M Low: |
0.063 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
