BVT Put 130 VST 16.05.2025
/ DE000VC9XSR9
BVT Put 130 VST 16.05.2025/ DE000VC9XSR9 /
| 1/9/2025 9:08:16 AM |
Chg.- |
Bid8:42:54 AM |
Ask8:42:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
0.940
Bid Size: 11,000 |
0.970
Ask Size: 11,000 |
Vistra Corp |
130.00 USD |
5/16/2025 |
Put |
Master data
| WKN: |
VC9XSR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
5/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.55 |
| Parity: |
-2.99 |
| Time value: |
0.99 |
| Break-even: |
116.15 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
-0.22 |
| Theta: |
-0.07 |
| Omega: |
-3.53 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.49% |
| 1 Month |
|
|
-31.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
-36.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.890 |
| 1M High / 1M Low: |
1.940 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.520 |
| Low (YTD): |
1/7/2025 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |