BVT Put 120 VST 18.07.2025
/ DE000VG07JH9
BVT Put 120 VST 18.07.2025/ DE000VG07JH9 /
| 1/10/2025 10:23:22 AM |
Chg.+0.080 |
Bid12:43:27 PM |
Ask12:43:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+9.09% |
0.950
Bid Size: 17,000 |
0.970
Ask Size: 17,000 |
Vistra Corp |
120.00 USD |
7/18/2025 |
Put |
Master data
| WKN: |
VG07JH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
7/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.55 |
| Parity: |
-3.96 |
| Time value: |
1.02 |
| Break-even: |
106.34 |
| Moneyness: |
0.75 |
| Premium: |
0.32 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.14 |
| Spread %: |
15.91% |
| Delta: |
-0.19 |
| Theta: |
-0.05 |
| Omega: |
-2.92 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-32.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.820 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.270 |
| Low (YTD): |
1/6/2025 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| 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: |
|
- |