BVT Put 120 VST 19.12.2025
/ DE000VG2VSE2
BVT Put 120 VST 19.12.2025/ DE000VG2VSE2 /
| 1/24/2025 8:54:30 AM |
Chg.-0.08 |
Bid10:47:46 AM |
Ask10:47:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-7.48% |
0.97
Bid Size: 14,000 |
0.99
Ask Size: 14,000 |
Vistra Corp |
120.00 USD |
12/19/2025 |
Put |
Master data
| WKN: |
VG2VSE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/9/2025 |
| Last trading day: |
12/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.55 |
| Parity: |
-6.90 |
| Time value: |
1.06 |
| Break-even: |
104.61 |
| Moneyness: |
0.63 |
| Premium: |
0.43 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
-0.13 |
| Theta: |
-0.04 |
| Omega: |
-2.34 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
0.97 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |