BVT Put 3.2 BP/ 19.12.2025
/ DE000VD92MR1
BVT Put 3.2 BP/ 19.12.2025/ DE000VD92MR1 /
2024-10-14 7:42:29 PM |
Chg.+0.001 |
Bid10:12:39 AM |
Ask10:12:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.189EUR |
+0.53% |
0.231 Bid Size: 182,000 |
0.241 Ask Size: 182,000 |
BP PLC $0.25 |
3.20 GBP |
2025-12-19 |
Put |
Master data
WKN: |
VD92MR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BP PLC $0.25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.20 GBP |
Maturity: |
2025-12-19 |
Issue date: |
2024-07-16 |
Last trading day: |
2025-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
-1.03 |
Time value: |
0.20 |
Break-even: |
3.63 |
Moneyness: |
0.79 |
Premium: |
0.25 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
5.21% |
Delta: |
-0.17 |
Theta: |
0.00 |
Omega: |
-4.21 |
Rho: |
-0.01 |
Quote data
Open: |
0.191 |
High: |
0.192 |
Low: |
0.189 |
Previous Close: |
0.188 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.53% |
1 Month |
|
|
-8.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.193 |
0.183 |
1M High / 1M Low: |
0.234 |
0.167 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |