BVT Put 120 TER 16.01.2026
/ DE000VG1YPL9
BVT Put 120 TER 16.01.2026/ DE000VG1YPL9 /
| 1/10/2025 10:22:59 AM |
Chg.+0.010 |
Bid4:46:47 PM |
Ask4:46:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+0.75% |
1.380
Bid Size: 64,000 |
1.400
Ask Size: 64,000 |
Teradyne Inc |
120.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
VG1YPL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/30/2024 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
-1.67 |
| Time value: |
1.36 |
| Break-even: |
102.94 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-2.74 |
| Rho: |
-0.52 |
Quote data
| Open: |
1.350 |
| High: |
1.350 |
| Low: |
1.350 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.40% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-12.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.210 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.630 |
| Low (YTD): |
1/7/2025 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.366 |
| 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: |
|
- |