BVT Call 220 TRV 16.01.2026
/ DE000VG25NA8
BVT Call 220 TRV 16.01.2026/ DE000VG25NA8 /
| 24/01/2025 10:10:53 |
Chg.+0.160 |
Bid12:33:53 |
Ask12:33:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.340EUR |
+3.83% |
4.350
Bid Size: 4,000 |
4.440
Ask Size: 4,000 |
The Travelers Compan... |
220.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
VG25NA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
14/01/2025 |
| Last trading day: |
16/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
2.07 |
| Time value: |
2.14 |
| Break-even: |
253.32 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
3.89 |
| Rho: |
1.19 |
Quote data
| Open: |
4.340 |
| High: |
4.340 |
| Low: |
4.340 |
| Previous Close: |
4.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.820 |
4.050 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.320 |
| 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: |
|
- |