BVT Call 130 TER 17.04.2025
/ DE000VG1BEM9
BVT Call 130 TER 17.04.2025/ DE000VG1BEM9 /
| 1/10/2025 10:25:05 AM |
Chg.-0.020 |
Bid12:38:00 PM |
Ask12:38:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-1.18% |
1.700
Bid Size: 5,000 |
1.770
Ask Size: 5,000 |
Teradyne Inc |
130.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
VG1BEM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
4/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.42 |
| Parity: |
0.69 |
| Time value: |
1.05 |
| Break-even: |
143.65 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
2.96% |
| Delta: |
0.64 |
| Theta: |
-0.07 |
| Omega: |
4.93 |
| Rho: |
0.18 |
Quote data
| Open: |
1.670 |
| High: |
1.670 |
| Low: |
1.670 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.46% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+53.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.290 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
2.050 |
| Low (YTD): |
1/2/2025 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.616 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |