BVT Put 145 VST 20.06.2025
/ DE000VC9XSJ6
BVT Put 145 VST 20.06.2025/ DE000VC9XSJ6 /
| 1/9/2025 9:08:16 AM |
Chg.+0.09 |
Bid5:13:42 PM |
Ask5:13:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
+5.45% |
1.63
Bid Size: 2,800 |
1.77
Ask Size: 2,800 |
Vistra Corp |
145.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VC9XSJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.55 |
| Parity: |
-1.53 |
| Time value: |
1.76 |
| Break-even: |
122.99 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
-0.31 |
| Theta: |
-0.07 |
| Omega: |
-2.78 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.84% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
-29.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
1.61 |
| 1M High / 1M Low: |
2.96 |
1.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
2.48 |
| Low (YTD): |
1/6/2025 |
1.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |