BVT Call 130 TER 20.06.2025/  DE000VC8BDC1  /

EUWAX
2024-12-23  8:42:00 AM Chg.+0.08 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.49EUR +5.67% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 130.00 USD 2025-06-20 Call
 

Master data

WKN: VC8BDC
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2025-06-20
Issue date: 2024-11-13
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.42
Parity: 0.00
Time value: 1.59
Break-even: 140.91
Moneyness: 1.00
Premium: 0.13
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 1.27%
Delta: 0.58
Theta: -0.05
Omega: 4.54
Rho: 0.27
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.43%
1 Month  
+96.05%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.40
1M High / 1M Low: 1.66 0.68
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -