BVT Call 4.4 BP/ 21.03.2025
/ DE000VD92PB8
BVT Call 4.4 BP/ 21.03.2025/ DE000VD92PB8 /
| 24/01/2025 08:17:09 |
Chg.-0.005 |
Bid15:22:36 |
Ask15:22:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
-3.21% |
0.148
Bid Size: 168,000 |
0.158
Ask Size: 168,000 |
BP PLC $0.25 |
4.40 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
VD92PB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
16/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.21 |
| Time value: |
0.17 |
| Break-even: |
5.39 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
0.41 |
| Theta: |
0.00 |
| Omega: |
11.96 |
| Rho: |
0.00 |
Quote data
| Open: |
0.151 |
| High: |
0.151 |
| Low: |
0.151 |
| Previous Close: |
0.156 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.73% |
| 1 Month |
|
|
+208.16% |
| 3 Months |
|
|
+5.59% |
| YTD |
|
|
+308.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.218 |
0.156 |
| 1M High / 1M Low: |
0.218 |
0.037 |
| 6M High / 6M Low: |
0.530 |
0.037 |
| High (YTD): |
17/01/2025 |
0.218 |
| Low (YTD): |
02/01/2025 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.183 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.66% |
| Volatility 6M: |
|
272.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |