BVT Call 95 TER 17.04.2025
/ DE000VC9YH76
BVT Call 95 TER 17.04.2025/ DE000VC9YH76 /
| 1/9/2025 8:12:26 AM |
Chg.- |
Bid8:24:44 AM |
Ask8:24:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
- |
0.850
Bid Size: 4,500 |
0.900
Ask Size: 4,500 |
Teradyne Inc |
95.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
VC9YH7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
4/17/2025 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.42 |
| Parity: |
0.82 |
| Time value: |
0.05 |
| Break-even: |
135.61 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
2.79 |
| Rho: |
0.21 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.87% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
+23.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.670 |
| 1M High / 1M Low: |
0.890 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.890 |
| Low (YTD): |
1/2/2025 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |