BVT Put 4.4 BP/ 19.12.2025
/ DE000VD87PQ6
BVT Put 4.4 BP/ 19.12.2025/ DE000VD87PQ6 /
| 2024-11-19 2:03:41 PM |
Chg.+0.040 |
Bid2:32:08 PM |
Ask2:32:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+4.40% |
0.940
Bid Size: 139,000 |
0.950
Ask Size: 139,000 |
BP PLC $0.25 |
4.40 GBP |
2025-12-19 |
Put |
Master data
| WKN: |
VD87PQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.40 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: |
-4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.63 |
| Time value: |
0.31 |
| Break-even: |
4.32 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
4.44% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-2.63 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.940 |
| High: |
0.950 |
| Low: |
0.940 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.04% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
+72.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.910 |
| 1M High / 1M Low: |
1.080 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
