BVT Call 140 TER 18.07.2025
/ DE000VG1BD68
BVT Call 140 TER 18.07.2025/ DE000VG1BD68 /
| 1/10/2025 10:23:02 AM |
Chg.-0.020 |
Bid5:07:17 PM |
Ask5:07:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-1.18% |
1.580
Bid Size: 55,000 |
1.600
Ask Size: 55,000 |
Teradyne Inc |
140.00 USD |
7/18/2025 |
Call |
Master data
| WKN: |
VG1BD6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
7/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.42 |
| Parity: |
-0.28 |
| Time value: |
1.74 |
| Break-even: |
153.37 |
| Moneyness: |
0.98 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
2.35% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
4.29 |
| Rho: |
0.30 |
Quote data
| Open: |
1.680 |
| High: |
1.680 |
| Low: |
1.680 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.330 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
2.000 |
| Low (YTD): |
1/2/2025 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.620 |
| 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: |
|
- |