BVT Call 110 TER 20.06.2025
/ DE000VC8BC87
BVT Call 110 TER 20.06.2025/ DE000VC8BC87 /
| 1/24/2025 8:08:20 PM |
Chg.-0.120 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
-4.43% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
110.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VC8BC8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/13/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.42 |
| Parity: |
1.90 |
| Time value: |
0.74 |
| Break-even: |
131.21 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
3.59 |
| Rho: |
0.27 |
Quote data
| Open: |
2.750 |
| High: |
2.750 |
| Low: |
2.590 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.92% |
| 1 Month |
|
|
-2.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
-2.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
2.590 |
| 1M High / 1M Low: |
3.600 |
2.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
3.600 |
| Low (YTD): |
1/2/2025 |
2.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |