BVT Put 100 VST 21.03.2025
/ DE000VC9J7J4
BVT Put 100 VST 21.03.2025/ DE000VC9J7J4 /
10/01/2025 10:12:46 |
Chg.+0.040 |
Bid10:47:47 |
Ask10:47:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.121EUR |
+49.38% |
0.122 Bid Size: 17,000 |
0.134 Ask Size: 17,000 |
Vistra Corp |
100.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
VC9J7J |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vistra Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
27/11/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-94.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.80 |
Historic volatility: |
0.55 |
Parity: |
-5.91 |
Time value: |
0.17 |
Break-even: |
95.47 |
Moneyness: |
0.62 |
Premium: |
0.39 |
Premium p.a.: |
4.54 |
Spread abs.: |
0.08 |
Spread %: |
103.70% |
Delta: |
-0.06 |
Theta: |
-0.05 |
Omega: |
-5.75 |
Rho: |
-0.02 |
Quote data
Open: |
0.121 |
High: |
0.121 |
Low: |
0.121 |
Previous Close: |
0.081 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.02% |
1 Month |
|
|
-67.30% |
3 Months |
|
|
- |
YTD |
|
|
-58.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.157 |
0.081 |
1M High / 1M Low: |
0.370 |
0.081 |
6M High / 6M Low: |
- |
- |
High (YTD): |
02/01/2025 |
0.221 |
Low (YTD): |
09/01/2025 |
0.081 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.250 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
319.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |