BVT Put 150 VST 20.06.2025/  DE000VC9FET2  /

EUWAX
1/24/2025  8:29:23 AM Chg.-0.12 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.06EUR -10.17% -
Bid Size: -
-
Ask Size: -
Vistra Corp 150.00 USD 6/20/2025 Put
 

Master data

WKN: VC9FET
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vistra Corp
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 6/20/2025
Issue date: 11/26/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.41
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.55
Parity: -3.92
Time value: 1.11
Break-even: 131.83
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 0.84
Spread abs.: 0.02
Spread %: 1.83%
Delta: -0.21
Theta: -0.07
Omega: -3.41
Rho: -0.20
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.33%
1 Month
  -62.14%
3 Months     -
YTD
  -61.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.49 1.03
1M High / 1M Low: 2.78 1.03
6M High / 6M Low: - -
High (YTD): 1/2/2025 2.78
Low (YTD): 1/22/2025 1.03
52W High: - -
52W Low: - -
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.82
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -