BVT Call 125 TER 21.02.2025
/ DE000VG1VPT8
BVT Call 125 TER 21.02.2025/ DE000VG1VPT8 /
| 10/01/2025 10:23:01 |
Chg.-0.020 |
Bid16:03:43 |
Ask16:03:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-1.23% |
1.360
Bid Size: 43,000 |
1.380
Ask Size: 43,000 |
Teradyne Inc |
125.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VG1VPT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.42 |
| Parity: |
1.18 |
| Time value: |
0.50 |
| Break-even: |
138.20 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
3.70% |
| Delta: |
0.73 |
| Theta: |
-0.10 |
| Omega: |
5.77 |
| Rho: |
0.09 |
Quote data
| Open: |
1.600 |
| High: |
1.600 |
| Low: |
1.600 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.170 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
2.000 |
| Low (YTD): |
02/01/2025 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |