BVT Call 130 TER 17.04.2025/  DE000VG1BEM9  /

EUWAX
1/24/2025  8:44:35 AM Chg.-0.17 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
1.19EUR -12.50% -
Bid Size: -
-
Ask Size: -
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: 11.05
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.42
Parity: -0.01
Time value: 1.12
Break-even: 135.07
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 1.82%
Delta: 0.55
Theta: -0.07
Omega: 6.12
Rho: 0.13
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.63%
1 Month  
+1.71%
3 Months     -
YTD  
+1.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.55 1.19
1M High / 1M Low: 1.85 1.07
6M High / 6M Low: - -
High (YTD): 1/7/2025 1.85
Low (YTD): 1/2/2025 1.07
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -