BVT Call 5.8 BP/ 19.12.2025
/ DE000VD87RU4
BVT Call 5.8 BP/ 19.12.2025/ DE000VD87RU4 /
| 9/13/2024 10:35:54 AM |
Chg.-0.003 |
Bid11:09:56 AM |
Ask11:09:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-4.62% |
0.061
Bid Size: 8,900 |
0.071
Ask Size: 8,900 |
BP PLC $0.25 |
5.80 GBP |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-2.11 |
| Time value: |
0.07 |
| Break-even: |
6.95 |
| Moneyness: |
0.69 |
| Premium: |
0.46 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
15.87% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
8.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.59% |
| 1 Month |
|
|
-51.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.052 |
| 1M High / 1M Low: |
0.127 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
