BVT Put 4.8 BP/ 19.12.2025
/ DE000VD87PN3
BVT Put 4.8 BP/ 19.12.2025/ DE000VD87PN3 /
| 2/10/2025 8:47:21 AM |
Chg.-0.120 |
Bid12:29:49 PM |
Ask12:29:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-12.77% |
0.720
Bid Size: 116,000 |
0.730
Ask Size: 116,000 |
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: |
-5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.53 |
| Time value: |
0.43 |
| Break-even: |
4.80 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
4.35% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-2.83 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.64% |
| 1 Month |
|
|
-17.17% |
| 3 Months |
|
|
-38.81% |
| YTD |
|
|
-38.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.940 |
| 1M High / 1M Low: |
1.080 |
0.890 |
| 6M High / 6M Low: |
1.490 |
0.820 |
| High (YTD): |
1/2/2025 |
1.260 |
| Low (YTD): |
1/20/2025 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.80% |
| Volatility 6M: |
|
73.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
