BVT Put 4.8 BP/ 19.12.2025
/ DE000VD87PN3
BVT Put 4.8 BP/ 19.12.2025/ DE000VD87PN3 /
| 8/8/2024 8:40:53 AM |
Chg.-0.050 |
Bid9:38:28 PM |
Ask9:38:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-5.26% |
0.930
Bid Size: 8,000 |
0.960
Ask Size: 8,000 |
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: |
-5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.47 |
| Time value: |
0.45 |
| Break-even: |
4.66 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-2.56 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+40.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.750 |
| 1M High / 1M Low: |
0.950 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.792 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
