BVT Call 145 VST 20.06.2025
/ DE000VG1BHB5
BVT Call 145 VST 20.06.2025/ DE000VG1BHB5 /
| 1/24/2025 2:02:11 PM |
Chg.+0.100 |
Bid4:09:51 PM |
Ask4:09:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.940EUR |
+1.71% |
5.720
Bid Size: 35,000 |
5.740
Ask Size: 35,000 |
Vistra Corp |
145.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VG1BHB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.55 |
| Parity: |
4.50 |
| Time value: |
1.28 |
| Break-even: |
197.01 |
| Moneyness: |
1.32 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
2.57 |
| Rho: |
0.37 |
Quote data
| Open: |
6.130 |
| High: |
6.130 |
| Low: |
5.940 |
| Previous Close: |
5.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.76% |
| 1 Month |
|
|
+153.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
+175.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.840 |
4.250 |
| 1M High / 1M Low: |
5.840 |
2.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
5.840 |
| Low (YTD): |
1/2/2025 |
2.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |