BVT Put 160 VST 17.01.2025
/ DE000VC9XT24
BVT Put 160 VST 17.01.2025/ DE000VC9XT24 /
| 09/01/2025 09:08:16 |
Chg.+0.090 |
Bid16:29:55 |
Ask16:29:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+19.57% |
0.460
Bid Size: 2,800 |
0.610
Ask Size: 2,800 |
Vistra Corp |
160.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
VC9XT2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
02/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.55 |
| Parity: |
-0.08 |
| Time value: |
0.58 |
| Break-even: |
149.34 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
5.60 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
-0.46 |
| Theta: |
-0.38 |
| Omega: |
-12.30 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.42% |
| 1 Month |
|
|
-52.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
-74.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
0.460 |
| 1M High / 1M Low: |
2.520 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
2.150 |
| Low (YTD): |
08/01/2025 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |