BVT Call 140 TER 17.01.2025/  DE000VG1BE26  /

Frankfurt Zert./VONT
2024-12-23  7:51:50 PM Chg.-0.037 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.135EUR -21.51% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 140.00 USD 2025-01-17 Call
 

Master data

WKN: VG1BE2
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-18
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 82.20
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.42
Parity: -0.97
Time value: 0.15
Break-even: 136.11
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 2.89
Spread abs.: 0.01
Spread %: 9.35%
Delta: 0.23
Theta: -0.08
Omega: 19.15
Rho: 0.02
 

Quote data

Open: 0.136
High: 0.162
Low: 0.119
Previous Close: 0.172
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -57.81%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.135
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
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:   -