BVT Call 100 TER 17.04.2025/  DE000VC9YJC8  /

EUWAX
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:   -