BVT Call 22100 NDX.X 24.01.2025/  DE000VC8RUN8  /

EUWAX
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:   -