BVT Put 130 VST 21.03.2025
/ DE000VC9FEB0
BVT Put 130 VST 21.03.2025/ DE000VC9FEB0 /
| 24/01/2025 08:29:23 |
Chg.-0.047 |
Bid10:48:34 |
Ask10:48:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.141EUR |
-25.00% |
0.131
Bid Size: 14,000 |
0.146
Ask Size: 14,000 |
Vistra Corp |
130.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
VC9FEB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
26/11/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-107.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.55 |
| Parity: |
-5.94 |
| Time value: |
0.17 |
| Break-even: |
123.09 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
5.47 |
| Spread abs.: |
0.01 |
| Spread %: |
8.86% |
| Delta: |
-0.07 |
| Theta: |
-0.06 |
| Omega: |
-7.04 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.141 |
| High: |
0.141 |
| Low: |
0.141 |
| Previous Close: |
0.188 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.52% |
| 1 Month |
|
|
-88.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
-87.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.137 |
| 1M High / 1M Low: |
1.130 |
0.137 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.130 |
| Low (YTD): |
22/01/2025 |
0.137 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.239 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |