BVT Call 300 TRV 16.01.2026
/ DE000VG1Y1G3
BVT Call 300 TRV 16.01.2026/ DE000VG1Y1G3 /
| 1/23/2025 8:08:46 PM |
Chg.-0.200 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-21.51% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
300.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
VG1Y1G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
26.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-5.12 |
| Time value: |
0.91 |
| Break-even: |
297.34 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
7.42 |
| Rho: |
0.57 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.730 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.12% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-18.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.720 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.980 |
| Low (YTD): |
1/21/2025 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| 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: |
|
- |