BVT Call 140 VST 16.05.2025
/ DE000VG1GHY6
BVT Call 140 VST 16.05.2025/ DE000VG1GHY6 /
| 1/10/2025 8:49:58 AM |
Chg.+0.15 |
Bid8:59:47 AM |
Ask8:59:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.66EUR |
+4.27% |
3.66
Bid Size: 7,000 |
3.75
Ask Size: 7,000 |
Vistra Corp |
140.00 USD |
5/16/2025 |
Call |
Master data
| WKN: |
VG1GHY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
12/19/2024 |
| Last trading day: |
5/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.55 |
| Parity: |
2.02 |
| Time value: |
1.56 |
| Break-even: |
171.55 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
3.11 |
| Rho: |
0.26 |
Quote data
| Open: |
3.66 |
| High: |
3.66 |
| Low: |
3.66 |
| Previous Close: |
3.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.87% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+71.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
2.84 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
3.97 |
| Low (YTD): |
1/2/2025 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.59 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |