BVT Put 160 VST 18.07.2025
/ DE000VG2VR18
BVT Put 160 VST 18.07.2025/ DE000VG2VR18 /
| 1/10/2025 2:06:55 PM |
Chg.-0.070 |
Bid4:57:40 PM |
Ask4:57:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
-2.79% |
2.640
Bid Size: 68,000 |
2.660
Ask Size: 68,000 |
Vistra Corp |
160.00 USD |
7/18/2025 |
Put |
Master data
| WKN: |
VG2VR1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
1/9/2025 |
| Last trading day: |
7/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.55 |
| Parity: |
-0.08 |
| Time value: |
2.66 |
| Break-even: |
128.79 |
| Moneyness: |
0.99 |
| Premium: |
0.18 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.15 |
| Spread %: |
5.98% |
| Delta: |
-0.39 |
| Theta: |
-0.07 |
| Omega: |
-2.30 |
| Rho: |
-0.46 |
Quote data
| Open: |
2.610 |
| High: |
2.610 |
| Low: |
2.440 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |