BVT Put 130 TER 21.02.2025
/ DE000VG1VPB6
BVT Put 130 TER 21.02.2025/ DE000VG1VPB6 /
| 1/24/2025 8:05:08 PM |
Chg.+0.060 |
Bid9:32:40 PM |
Ask9:32:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+9.23% |
0.700
Bid Size: 68,000 |
0.720
Ask Size: 68,000 |
Teradyne Inc |
130.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
VG1VPB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.42 |
| Parity: |
-0.18 |
| Time value: |
0.64 |
| Break-even: |
118.41 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
-0.43 |
| Theta: |
-0.13 |
| Omega: |
-8.45 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.620 |
| High: |
0.710 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.17% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.410 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.000 |
| Low (YTD): |
1/17/2025 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| 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: |
|
- |