BVT Call 22100 NDX.X 24.01.2025
/ DE000VC8RUN8
BVT Call 22100 NDX.X 24.01.2025/ DE000VC8RUN8 /
| 23/01/2025 19:47:13 |
Chg.-0.320 |
Bid09:18:24 |
Ask09:18:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-80.00% |
0.121
Bid Size: 60,000 |
0.131
Ask Size: 60,000 |
NASDAQ 100 INDEX |
22,100.00 USD |
24/01/2025 |
Call |
Master data
| WKN: |
VC8RUN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22,100.00 USD |
| Maturity: |
24/01/2025 |
| Issue date: |
19/11/2024 |
| Last trading day: |
24/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
617.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-2.37 |
| Time value: |
0.34 |
| Break-even: |
21,267.87 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.21 |
| Theta: |
-41.84 |
| Omega: |
129.62 |
| Rho: |
0.12 |
Quote data
| Open: |
0.153 |
| High: |
0.180 |
| Low: |
0.080 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.90% |
| 1 Month |
|
|
-96.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
-92.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.080 |
| 1M High / 1M Low: |
1.420 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
1.220 |
| Low (YTD): |
23/01/2025 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
111.111 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,032.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |