BVT Put 100 VST 21.03.2025
/ DE000VC9J7J4
BVT Put 100 VST 21.03.2025/ DE000VC9J7J4 /
| 1/9/2025 7:41:32 PM |
Chg.-0.076 |
Bid8:42:03 AM |
Ask8:42:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
-48.41% |
0.118
Bid Size: 11,000 |
0.130
Ask Size: 11,000 |
Vistra Corp |
100.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VC9J7J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/27/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-117.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.55 |
| Parity: |
-5.90 |
| Time value: |
0.13 |
| Break-even: |
95.63 |
| Moneyness: |
0.62 |
| Premium: |
0.39 |
| Premium p.a.: |
4.37 |
| Spread abs.: |
0.01 |
| Spread %: |
9.92% |
| Delta: |
-0.05 |
| Theta: |
-0.04 |
| Omega: |
-6.25 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.078 |
| Previous Close: |
0.157 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.10% |
| 1 Month |
|
|
-78.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
-72.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.081 |
| 1M High / 1M Low: |
0.370 |
0.081 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.221 |
| Low (YTD): |
1/9/2025 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |