BVT Call 100 TER 17.04.2025
/ DE000VC9YJC8
BVT Call 100 TER 17.04.2025/ DE000VC9YJC8 /
| 24/01/2025 08:13:22 |
Chg.-0.060 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-8.57% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
100.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
VC9YJC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
17/04/2025 |
| Issue date: |
03/12/2024 |
| Last trading day: |
17/04/2025 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.42 |
| Parity: |
0.57 |
| Time value: |
0.05 |
| Break-even: |
126.29 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
3.54 |
| Rho: |
0.18 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.88% |
| 1 Month |
|
|
+8.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
+6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.640 |
| 1M High / 1M Low: |
0.810 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.810 |
| Low (YTD): |
02/01/2025 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |