BVT Call 220 VST 16.01.2026
/ DE000VG2HY90
BVT Call 220 VST 16.01.2026/ DE000VG2HY90 /
| 1/24/2025 1:51:33 PM |
Chg.0.000 |
Bid4:18:10 PM |
Ask4:18:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.970EUR |
0.00% |
3.800
Bid Size: 52,000 |
3.820
Ask Size: 52,000 |
Vistra Corp |
220.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
VG2HY9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/7/2025 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.55 |
| Parity: |
-2.70 |
| Time value: |
3.90 |
| Break-even: |
250.22 |
| Moneyness: |
0.87 |
| Premium: |
0.36 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
0.56 |
| Theta: |
-0.07 |
| Omega: |
2.64 |
| Rho: |
0.63 |
Quote data
| Open: |
4.100 |
| High: |
4.100 |
| Low: |
3.970 |
| Previous Close: |
3.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.970 |
2.670 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.268 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |