BVT Call 100 TER 20.06.2025
/ DE000VC805P2
BVT Call 100 TER 20.06.2025/ DE000VC805P2 /
| 2025-01-13 8:52:05 AM |
Chg.-0.26 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
-6.37% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
100.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VC805P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-11-21 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.68 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.43 |
| Parity: |
3.34 |
| Time value: |
0.57 |
| Break-even: |
136.73 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
2.84 |
| Rho: |
0.31 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
4.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.41% |
| 1 Month |
|
|
+34.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
+15.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.30 |
3.59 |
| 1M High / 1M Low: |
4.30 |
2.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-07 |
4.30 |
| Low (YTD): |
2025-01-02 |
3.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
