BVT Put 115 VST 20.06.2025
/ DE000VC9XSD9
BVT Put 115 VST 20.06.2025/ DE000VC9XSD9 /
| 1/9/2025 4:42:32 PM |
Chg.-0.150 |
Bid5:24:31 PM |
Ask5:24:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-18.99% |
0.630
Bid Size: 2,800 |
0.770
Ask Size: 2,800 |
Vistra Corp |
115.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VC9XSD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.55 |
| Parity: |
-4.44 |
| Time value: |
0.73 |
| Break-even: |
104.21 |
| Moneyness: |
0.72 |
| Premium: |
0.33 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
-0.16 |
| Theta: |
-0.05 |
| Omega: |
-3.39 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.620 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.63% |
| 1 Month |
|
|
-39.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
-42.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.640 |
| 1M High / 1M Low: |
1.250 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.950 |
| Low (YTD): |
1/6/2025 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |