BVT Put 110 VST 18.07.2025
/ DE000VG1FFF1
BVT Put 110 VST 18.07.2025/ DE000VG1FFF1 /
| 10/01/2025 08:49:04 |
Chg.-0.030 |
Bid16:36:18 |
Ask16:36:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-4.29% |
0.710
Bid Size: 68,000 |
0.730
Ask Size: 68,000 |
Vistra Corp |
110.00 USD |
18/07/2025 |
Put |
Master data
| WKN: |
VG1FFF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
18/07/2025 |
| Issue date: |
19/12/2024 |
| Last trading day: |
18/07/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.55 |
| Parity: |
-4.93 |
| Time value: |
0.75 |
| Break-even: |
99.33 |
| Moneyness: |
0.68 |
| Premium: |
0.36 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.14 |
| Spread %: |
22.95% |
| Delta: |
-0.15 |
| Theta: |
-0.04 |
| Omega: |
-3.08 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.28% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-34.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.640 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.030 |
| Low (YTD): |
07/01/2025 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| 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: |
|
- |