BVT Call 165 VST 21.02.2025
/ DE000VC9XPN4
BVT Call 165 VST 21.02.2025/ DE000VC9XPN4 /
| 1/24/2025 9:11:49 AM |
Chg.+0.62 |
Bid3:54:24 PM |
Ask3:54:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
+23.22% |
2.93
Bid Size: 35,000 |
2.95
Ask Size: 35,000 |
Vistra Corp |
165.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VC9XPN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.55 |
| Parity: |
2.58 |
| Time value: |
0.43 |
| Break-even: |
188.51 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.81 |
| Theta: |
-0.18 |
| Omega: |
4.98 |
| Rho: |
0.09 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
2.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.78% |
| 1 Month |
|
|
+363.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
+571.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
1.65 |
| 1M High / 1M Low: |
2.86 |
0.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.86 |
| Low (YTD): |
1/2/2025 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
511.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |