BVT Put 120 TER 18.07.2025
/ DE000VG0VDM1
BVT Put 120 TER 18.07.2025/ DE000VG0VDM1 /
| 12/27/2024 8:39:51 AM |
Chg.-0.16 |
Bid11:33:06 AM |
Ask11:33:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-13.91% |
1.01
Bid Size: 7,000 |
1.04
Ask Size: 7,000 |
Teradyne Inc |
120.00 USD |
7/18/2025 |
Put |
Master data
| WKN: |
VG0VDM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
7/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.42 |
| Parity: |
-1.04 |
| Time value: |
1.11 |
| Break-even: |
104.04 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
-0.32 |
| Theta: |
-0.03 |
| Omega: |
-3.62 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.16% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.15 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
