BVT Call 155 VST 20.06.2025
/ DE000VC9J7U1
BVT Call 155 VST 20.06.2025/ DE000VC9J7U1 /
| 1/24/2025 1:51:37 PM |
Chg.0.000 |
Bid4:11:49 PM |
Ask4:11:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.230EUR |
0.00% |
5.030
Bid Size: 37,000 |
5.050
Ask Size: 37,000 |
Vistra Corp |
155.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VC9J7U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/27/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.61 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.55 |
| Parity: |
3.54 |
| Time value: |
1.58 |
| Break-even: |
200.01 |
| Moneyness: |
1.24 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
2.76 |
| Rho: |
0.36 |
Quote data
| Open: |
5.400 |
| High: |
5.400 |
| Low: |
5.230 |
| Previous Close: |
5.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.08% |
| 1 Month |
|
|
+164.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
+198.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.230 |
3.630 |
| 1M High / 1M Low: |
5.230 |
1.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
5.230 |
| Low (YTD): |
1/2/2025 |
2.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |