BVT Call 110 TER 17.04.2025
/ DE000VC9YH68
BVT Call 110 TER 17.04.2025/ DE000VC9YH68 /
| 10/01/2025 21:30:49 |
Chg.-0.050 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-8.47% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
110.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
VC9YH6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.42 |
| Parity: |
0.53 |
| Time value: |
0.12 |
| Break-even: |
139.33 |
| Moneyness: |
1.25 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.22 |
| Spread %: |
51.16% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
3.31 |
| Rho: |
0.20 |
Quote data
| Open: |
0.580 |
| High: |
0.600 |
| Low: |
0.520 |
| Previous Close: |
0.590 |
| Turnover: |
78,071.750 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
+74.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
+25.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.500 |
| 1M High / 1M Low: |
0.640 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.640 |
| Low (YTD): |
02/01/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
21,735.600 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
12,671.278 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |