BVT Call 220 VST 21.02.2025
/ DE000VG32938
BVT Call 220 VST 21.02.2025/ DE000VG32938 /
| 24/01/2025 19:44:21 |
Chg.- |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Vistra Corp |
220.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VG3293 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
24/01/2025 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.55 |
| Parity: |
-2.75 |
| Time value: |
0.45 |
| Break-even: |
214.13 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
7.94 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.25 |
| Theta: |
-0.20 |
| Omega: |
10.11 |
| Rho: |
0.03 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.410 |
| Previous Close: |
- |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |