BVT Put 3.2 BP/ 19.12.2025
/ DE000VD92MR1
BVT Put 3.2 BP/ 19.12.2025/ DE000VD92MR1 /
9/13/2024 10:11:36 AM |
Chg.0.000 |
Bid11:02:10 AM |
Ask11:02:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.212EUR |
0.00% |
0.212 Bid Size: 178,000 |
0.222 Ask Size: 178,000 |
BP PLC $0.25 |
3.20 GBP |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
7/16/2024 |
Last trading day: |
12/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
-0.97 |
Time value: |
0.23 |
Break-even: |
3.57 |
Moneyness: |
0.80 |
Premium: |
0.25 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
4.63% |
Delta: |
-0.19 |
Theta: |
0.00 |
Omega: |
-3.90 |
Rho: |
-0.01 |
Quote data
Open: |
0.212 |
High: |
0.212 |
Low: |
0.212 |
Previous Close: |
0.212 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.92% |
1 Month |
|
|
+43.24% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.229 |
0.197 |
1M High / 1M Low: |
0.229 |
0.133 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |