BVT Put 150 VST 20.06.2025
/ DE000VC9FET2
BVT Put 150 VST 20.06.2025/ DE000VC9FET2 /
| 1/10/2025 8:28:17 AM |
Chg.-0.04 |
Bid8:28:31 AM |
Ask8:28:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
-2.02% |
1.93
Bid Size: 5,500 |
2.01
Ask Size: 5,500 |
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: |
-7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.55 |
| Parity: |
-1.05 |
| Time value: |
1.99 |
| Break-even: |
125.54 |
| Moneyness: |
0.93 |
| Premium: |
0.19 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
-0.34 |
| Theta: |
-0.07 |
| Omega: |
-2.68 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.94 |
| Previous Close: |
1.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.28% |
| 1 Month |
|
|
-23.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
-29.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
1.83 |
| 1M High / 1M Low: |
3.28 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
2.78 |
| Low (YTD): |
1/6/2025 |
1.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |