BVT Call 140 VST 21.02.2025
/ DE000VG1GH10
BVT Call 140 VST 21.02.2025/ DE000VG1GH10 /
| 1/9/2025 8:52:13 AM |
Chg.-0.37 |
Bid4:47:58 PM |
Ask4:47:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
-12.67% |
2.68
Bid Size: 1,700 |
2.85
Ask Size: 1,700 |
Vistra Corp |
140.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1GH1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/19/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.55 |
| Parity: |
2.02 |
| Time value: |
0.61 |
| Break-even: |
162.05 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.77 |
| Theta: |
-0.14 |
| Omega: |
4.54 |
| Rho: |
0.11 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+117.95% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+104.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
1.17 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
3.06 |
| Low (YTD): |
1/2/2025 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| 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: |
|
- |