BVT Call 165 VST 16.05.2025
/ DE000VC9XNX8
BVT Call 165 VST 16.05.2025/ DE000VC9XNX8 /
| 10/01/2025 09:06:20 |
Chg.+0.06 |
Bid13:44:29 |
Ask13:44:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+2.59% |
2.57
Bid Size: 24,000 |
2.61
Ask Size: 24,000 |
Vistra Corp |
165.00 USD |
16/05/2025 |
Call |
Master data
| WKN: |
VC9XNX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
02/12/2024 |
| Last trading day: |
16/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.55 |
| Parity: |
-0.41 |
| Time value: |
2.51 |
| Break-even: |
185.35 |
| Moneyness: |
0.97 |
| Premium: |
0.19 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.16 |
| Spread %: |
6.81% |
| Delta: |
0.57 |
| Theta: |
-0.11 |
| Omega: |
3.54 |
| Rho: |
0.22 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.46% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
+85.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
1.77 |
| 1M High / 1M Low: |
2.67 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
2.67 |
| Low (YTD): |
02/01/2025 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
55.56 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |