BVT Call 22900 NDX.X 31.01.2025
/ DE000VC9E5X4
BVT Call 22900 NDX.X 31.01.2025/ DE000VC9E5X4 /
| 23/01/2025 19:44:59 |
Chg.-0.074 |
Bid08:18:50 |
Ask08:18:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-59.20% |
0.054
Bid Size: 60,000 |
0.064
Ask Size: 60,000 |
NASDAQ 100 INDEX |
22,900.00 USD |
31/01/2025 |
Call |
Master data
| WKN: |
VC9E5X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22,900.00 USD |
| Maturity: |
31/01/2025 |
| Issue date: |
26/11/2024 |
| Last trading day: |
31/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,841.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-10.06 |
| Time value: |
0.11 |
| Break-even: |
22,013.92 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
7.66 |
| Spread abs.: |
0.01 |
| Spread %: |
9.62% |
| Delta: |
0.05 |
| Theta: |
-3.68 |
| Omega: |
88.41 |
| Rho: |
0.22 |
Quote data
| Open: |
0.070 |
| High: |
0.076 |
| Low: |
0.051 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
-92.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
-86.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.125 |
0.051 |
| 1M High / 1M Low: |
0.460 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.340 |
| Low (YTD): |
14/01/2025 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
794.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |