BVT Call 140 VST 21.02.2025
/ DE000VG1GH10
BVT Call 140 VST 21.02.2025/ DE000VG1GH10 /
| 24/01/2025 08:52:14 |
Chg.+0.66 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.42EUR |
+13.87% |
-
Bid Size: - |
-
Ask Size: - |
Vistra Corp |
140.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VG1GH1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
19/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.87 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.55 |
| Parity: |
4.87 |
| Time value: |
0.16 |
| Break-even: |
183.70 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.93 |
| Theta: |
-0.11 |
| Omega: |
3.38 |
| Rho: |
0.09 |
Quote data
| Open: |
5.42 |
| High: |
5.42 |
| Low: |
5.42 |
| Previous Close: |
4.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.90% |
| 1 Month |
|
|
+256.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
+333.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.42 |
3.46 |
| 1M High / 1M Low: |
5.42 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
5.42 |
| Low (YTD): |
02/01/2025 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |