BVT Call 170 VST 16.05.2025
/ DE000VC9XNY6
BVT Call 170 VST 16.05.2025/ DE000VC9XNY6 /
| 1/10/2025 9:06:20 AM |
Chg.+0.06 |
Bid5:03:27 PM |
Ask5:03:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+2.80% |
2.20
Bid Size: 63,000 |
2.22
Ask Size: 63,000 |
Vistra Corp |
170.00 USD |
5/16/2025 |
Call |
Master data
| WKN: |
VC9XNY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
5/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.55 |
| Parity: |
-0.89 |
| Time value: |
2.32 |
| Break-even: |
188.30 |
| Moneyness: |
0.95 |
| Premium: |
0.21 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.16 |
| Spread %: |
7.41% |
| Delta: |
0.54 |
| Theta: |
-0.11 |
| Omega: |
3.64 |
| Rho: |
0.21 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.65% |
| 1 Month |
|
|
+21.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
+89.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
1.61 |
| 1M High / 1M Low: |
2.46 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
2.46 |
| Low (YTD): |
1/2/2025 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |