BVT Call 125 TER 21.02.2025
/ DE000VG1VPT8
BVT Call 125 TER 21.02.2025/ DE000VG1VPT8 /
| 24/01/2025 19:54:43 |
Chg.-0.040 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-3.88% |
-
Bid Size: - |
-
Ask Size: - |
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: |
12.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.42 |
| Parity: |
0.47 |
| Time value: |
0.54 |
| Break-even: |
129.21 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.63 |
| Theta: |
-0.14 |
| Omega: |
7.77 |
| Rho: |
0.05 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
0.990 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.26% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+3.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
0.990 |
| 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: |
|
1.184 |
| 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: |
|
- |