BVT Put 4.8 BP/ 19.12.2025
/ DE000VD87PN3
BVT Put 4.8 BP/ 19.12.2025/ DE000VD87PN3 /
| 15/10/2024 10:22:22 |
Chg.+0.180 |
Bid11:40:16 |
Ask11:40:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+15.93% |
1.320
Bid Size: 128,000 |
1.330
Ask Size: 128,000 |
BP PLC $0.25 |
4.80 GBP |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.89 |
| Time value: |
0.30 |
| Break-even: |
4.56 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
3.48% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-2.25 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.310 |
| High: |
1.310 |
| Low: |
1.310 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.96% |
| 1 Month |
|
|
+12.93% |
| 3 Months |
|
|
+59.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.100 |
| 1M High / 1M Low: |
1.360 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
