BVT Call 20400 NDX.X 24.01.2025
/ DE000VC8RT49
BVT Call 20400 NDX.X 24.01.2025/ DE000VC8RT49 /
| 1/23/2025 5:13:34 PM |
Chg.-0.68 |
Bid7:33:13 PM |
Ask7:33:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.36EUR |
-4.84% |
13.79
Bid Size: 31,000 |
13.80
Ask Size: 31,000 |
NASDAQ 100 INDEX |
20,400.00 USD |
1/24/2025 |
Call |
Master data
| WKN: |
VC8RT4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20,400.00 USD |
| Maturity: |
1/24/2025 |
| Issue date: |
11/19/2024 |
| Last trading day: |
1/24/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.98 |
| Intrinsic value: |
13.96 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.17 |
| Parity: |
13.96 |
| Time value: |
0.05 |
| Break-even: |
21,001.50 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.07% |
| Delta: |
0.99 |
| Theta: |
-13.76 |
| Omega: |
14.77 |
| Rho: |
0.53 |
Quote data
| Open: |
13.49 |
| High: |
13.49 |
| Low: |
12.92 |
| Previous Close: |
14.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.22% |
| 1 Month |
|
|
+10.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
+12.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
14.04 |
8.63 |
| 1M High / 1M Low: |
14.04 |
4.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
14.04 |
| Low (YTD): |
1/13/2025 |
4.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |