BVT Call 250 TRV 17.01.2025/  DE000VG0VEB2  /

Frankfurt Zert./VONT
12/20/2024  7:55:54 PM Chg.-0.020 Bid9:58:47 PM Ask9:58:47 PM Underlying Strike price Expiration date Option type
0.370EUR -5.13% -
Bid Size: -
-
Ask Size: -
The Travelers Compan... 250.00 USD 1/17/2025 Call
 

Master data

WKN: VG0VEB
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 1/17/2025
Issue date: 12/12/2024
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.75
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -0.89
Time value: 0.38
Break-even: 243.52
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.06
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.34
Theta: -0.13
Omega: 20.42
Rho: 0.05
 

Quote data

Open: 0.310
High: 0.380
Low: 0.310
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.27%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.370
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
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:   -