BVT Call 145 VST 21.02.2025
/ DE000VG1BJY3
BVT Call 145 VST 21.02.2025/ DE000VG1BJY3 /
| 24/01/2025 08:44:44 |
Chg.+0.63 |
Bid10:49:58 |
Ask10:49:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.94EUR |
+14.62% |
5.09
Bid Size: 8,000 |
5.19
Ask Size: 8,000 |
Vistra Corp |
145.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VG1BJY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
18/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.55 |
| Parity: |
4.50 |
| Time value: |
0.19 |
| Break-even: |
186.11 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.92 |
| Theta: |
-0.12 |
| Omega: |
3.61 |
| Rho: |
0.09 |
Quote data
| Open: |
4.94 |
| High: |
4.94 |
| Low: |
4.94 |
| Previous Close: |
4.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.35% |
| 1 Month |
|
|
+280.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+375.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.54 |
3.04 |
| 1M High / 1M Low: |
4.54 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
4.54 |
| Low (YTD): |
02/01/2025 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |