BVT Call 22100 NDX.X 24.01.2025
/ DE000VC8RUN8
BVT Call 22100 NDX.X 24.01.2025/ DE000VC8RUN8 /
1/24/2025 8:25:46 AM |
Chg.+0.018 |
Bid9:13:00 AM |
Ask9:13:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.113EUR |
+18.95% |
0.119 Bid Size: 60,000 |
0.129 Ask Size: 60,000 |
NASDAQ 100 INDEX |
22,100.00 USD |
1/24/2025 |
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: |
1/24/2025 |
Issue date: |
11/19/2024 |
Last trading day: |
1/24/2025 |
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: |
0.113 |
High: |
0.113 |
Low: |
0.113 |
Previous Close: |
0.095 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.52% |
1 Month |
|
|
-93.76% |
3 Months |
|
|
- |
YTD |
|
|
-91.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.095 |
1M High / 1M Low: |
2.160 |
0.065 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/6/2025 |
1.180 |
Low (YTD): |
1/14/2025 |
0.065 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.205 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.490 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,018.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |