BVT Put 120 TER 17.01.2025/  DE000VG0VD73  /

Frankfurt Zert./VONT
2024-12-23  8:02:04 PM Chg.-0.049 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.201EUR -19.60% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 120.00 USD 2025-01-17 Put
 

Master data

WKN: VG0VD7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-12
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.07
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.42
Parity: -0.96
Time value: 0.20
Break-even: 113.41
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 3.06
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.22
Theta: -0.09
Omega: -14.24
Rho: -0.02
 

Quote data

Open: 0.250
High: 0.260
Low: 0.201
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.29%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.179
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
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:   -