BVT Call 100 TER 17.04.2025
/ DE000VC9YJC8
BVT Call 100 TER 17.04.2025/ DE000VC9YJC8 /
1/24/2025 8:13:22 AM |
Chg.-0.060 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-8.57% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
100.00 USD |
4/17/2025 |
Call |
Master data
WKN: |
VC9YJC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
4/17/2025 |
Issue date: |
12/3/2024 |
Last trading day: |
4/17/2025 |
Ratio: |
50:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.52 |
Historic volatility: |
0.42 |
Parity: |
0.57 |
Time value: |
0.05 |
Break-even: |
126.29 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.64% |
Delta: |
0.89 |
Theta: |
-0.04 |
Omega: |
3.54 |
Rho: |
0.18 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.88% |
1 Month |
|
|
+8.47% |
3 Months |
|
|
- |
YTD |
|
|
+6.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.640 |
1M High / 1M Low: |
0.810 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/7/2025 |
0.810 |
Low (YTD): |
1/2/2025 |
0.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.708 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |