BVT Call 165 VST 21.02.2025
/ DE000VC9XPN4
BVT Call 165 VST 21.02.2025/ DE000VC9XPN4 /
| 1/24/2025 7:45:12 PM |
Chg.-0.400 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
-12.54% |
-
Bid Size: - |
-
Ask Size: - |
Vistra Corp |
165.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VC9XPN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.55 |
| Parity: |
2.58 |
| Time value: |
0.43 |
| Break-even: |
188.51 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.81 |
| Theta: |
-0.18 |
| Omega: |
4.98 |
| Rho: |
0.09 |
Quote data
| Open: |
3.340 |
| High: |
3.340 |
| Low: |
2.760 |
| Previous Close: |
3.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.55% |
| 1 Month |
|
|
+350.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+481.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.190 |
1.520 |
| 1M High / 1M Low: |
3.190 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
3.190 |
| Low (YTD): |
1/2/2025 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |