BVT Call 140 VST 17.04.2025/  DE000VG1GH51  /

EUWAX
1/24/2025  8:52:14 AM Chg.+0.62 Bid10:24:14 AM Ask10:24:14 AM Underlying Strike price Expiration date Option type
5.83EUR +11.90% 5.93
Bid Size: 8,000
6.02
Ask Size: 8,000
Vistra Corp 140.00 USD 4/17/2025 Call
 

Master data

WKN: VG1GH5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vistra Corp
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 4/17/2025
Issue date: 12/19/2024
Last trading day: 4/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 5.29
Intrinsic value: 4.98
Implied volatility: 0.72
Historic volatility: 0.55
Parity: 4.98
Time value: 0.59
Break-even: 190.11
Moneyness: 1.37
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.87
Theta: -0.09
Omega: 2.86
Rho: 0.24
 

Quote data

Open: 5.83
High: 5.83
Low: 5.83
Previous Close: 5.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.14%
1 Month  
+177.62%
3 Months     -
YTD  
+213.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.36 4.02
1M High / 1M Low: 5.36 1.80
6M High / 6M Low: - -
High (YTD): 1/22/2025 5.36
Low (YTD): 1/2/2025 1.80
52W High: - -
52W Low: - -
Avg. price 1W:   4.64
Avg. volume 1W:   0.00
Avg. price 1M:   3.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -