BVT Call 270 TRV 16.01.2026
/ DE000VG1YY82
BVT Call 270 TRV 16.01.2026/ DE000VG1YY82 /
| 23/01/2025 19:52:10 |
Chg.-0.310 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-17.51% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
270.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
VG1YY8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
30/12/2024 |
| Last trading day: |
16/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-2.24 |
| Time value: |
1.75 |
| Break-even: |
276.92 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.45 |
| Theta: |
-0.04 |
| Omega: |
6.10 |
| Rho: |
0.87 |
Quote data
| Open: |
1.720 |
| High: |
1.750 |
| Low: |
1.460 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.88% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-7.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.440 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
1.770 |
| Low (YTD): |
21/01/2025 |
1.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.568 |
| 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: |
|
- |