BVT Put 140 VST 21.02.2025
/ DE000VC9XS82
BVT Put 140 VST 21.02.2025/ DE000VC9XS82 /
| 1/9/2025 9:08:16 AM |
Chg.+0.030 |
Bid4:47:59 PM |
Ask4:47:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
0.410
Bid Size: 2,800 |
0.550
Ask Size: 2,800 |
Vistra Corp |
140.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
VC9XS8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.55 |
| Parity: |
-2.02 |
| Time value: |
0.53 |
| Break-even: |
130.45 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
-0.23 |
| Theta: |
-0.12 |
| Omega: |
-6.76 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.54% |
| 1 Month |
|
|
-36.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
-59.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.450 |
| 1M High / 1M Low: |
1.810 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.230 |
| Low (YTD): |
1/7/2025 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |