BVT Call 3.6 BP/ 20.06.2025
/ DE000VC6YPD9
BVT Call 3.6 BP/ 20.06.2025/ DE000VC6YPD9 /
| 1/24/2025 7:54:28 PM |
Chg.-0.050 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
3.60 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
VC6YPD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
10/31/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.71 |
| Time value: |
0.12 |
| Break-even: |
5.11 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
5.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.790 |
| High: |
0.810 |
| Low: |
0.790 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.800 |
| 1M High / 1M Low: |
0.940 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
0.940 |
| Low (YTD): |
1/2/2025 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |