BVT Put 240 TRV 16.01.2026
/ DE000VG1YLX3
BVT Put 240 TRV 16.01.2026/ DE000VG1YLX3 /
| 1/24/2025 10:31:11 AM |
Chg.-0.100 |
Bid10:31:11 AM |
Ask10:31:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
-4.90% |
1.940
Bid Size: 6,000 |
1.980
Ask Size: 6,000 |
The Travelers Compan... |
240.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
VG1YLX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/30/2024 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-0.14 |
| Time value: |
2.07 |
| Break-even: |
209.72 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-4.46 |
| Rho: |
-1.10 |
Quote data
| Open: |
1.940 |
| High: |
1.940 |
| Low: |
1.940 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.60% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-12.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
1.850 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
2.670 |
| Low (YTD): |
1/22/2025 |
1.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |