BVT Put 4.8 BP/ 19.12.2025
/ DE000VD87PN3
BVT Put 4.8 BP/ 19.12.2025/ DE000VD87PN3 /
9/13/2024 8:43:59 AM |
Chg.-0.05 |
Bid4:10:37 PM |
Ask4:10:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.15EUR |
-4.17% |
1.16 Bid Size: 123,000 |
1.17 Ask Size: 123,000 |
BP PLC $0.25 |
4.80 GBP |
12/19/2025 |
Put |
Master data
WKN: |
VD87PN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BP PLC $0.25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.80 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: |
-3.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.37 |
Historic volatility: |
0.22 |
Parity: |
0.93 |
Time value: |
0.29 |
Break-even: |
4.47 |
Moneyness: |
1.19 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
3.39% |
Delta: |
-0.55 |
Theta: |
0.00 |
Omega: |
-2.14 |
Rho: |
-0.05 |
Quote data
Open: |
1.15 |
High: |
1.15 |
Low: |
1.15 |
Previous Close: |
1.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.48% |
1 Month |
|
|
+36.90% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.21 |
1.08 |
1M High / 1M Low: |
1.21 |
0.82 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |