BVT Put 130 VST 18.07.2025
/ DE000VG07JD8
BVT Put 130 VST 18.07.2025/ DE000VG07JD8 /
| 10/01/2025 08:21:49 |
Chg.-0.01 |
Bid15:39:51 |
Ask15:39:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-0.78% |
1.42
Bid Size: 70,000 |
1.44
Ask Size: 70,000 |
Vistra Corp |
130.00 USD |
18/07/2025 |
Put |
Master data
| WKN: |
VG07JD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
18/07/2025 |
| Issue date: |
17/12/2024 |
| Last trading day: |
18/07/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.55 |
| Parity: |
-2.99 |
| Time value: |
1.34 |
| Break-even: |
112.85 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.14 |
| Spread %: |
11.67% |
| Delta: |
-0.24 |
| Theta: |
-0.06 |
| Omega: |
-2.76 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-30.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.20 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.85 |
| Low (YTD): |
07/01/2025 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| 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: |
|
- |