BVT Call 135 TER 20.06.2025/  DE000VC8BDD9  /

EUWAX
1/24/2025  8:46:36 AM Chg.-0.16 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.32EUR -10.81% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 135.00 USD 6/20/2025 Call
 

Master data

WKN: VC8BDD
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 135.00 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: 9.75
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.42
Parity: -0.48
Time value: 1.27
Break-even: 141.34
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 1.60%
Delta: 0.52
Theta: -0.05
Omega: 5.06
Rho: 0.21
 

Quote data

Open: 1.32
High: 1.32
Low: 1.32
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month  
+3.13%
3 Months     -
YTD  
+3.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.68 1.32
1M High / 1M Low: 1.97 1.19
6M High / 6M Low: - -
High (YTD): 1/7/2025 1.97
Low (YTD): 1/2/2025 1.19
52W High: - -
52W Low: - -
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -