BVT Call 280 TRV 16.01.2026
/ DE000VG1Y0Y8
BVT Call 280 TRV 16.01.2026/ DE000VG1Y0Y8 /
| 1/23/2025 7:49:28 PM |
Chg.-0.310 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-20.95% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
280.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
VG1Y0Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/30/2024 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-3.20 |
| Time value: |
1.42 |
| Break-even: |
283.23 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
6.53 |
| Rho: |
0.77 |
Quote data
| Open: |
1.390 |
| High: |
1.420 |
| Low: |
1.170 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.140 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.480 |
| Low (YTD): |
1/21/2025 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.310 |
| 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: |
|
- |