BVT Call 21100 NDX.X/ DE000VC8RUP3 /
| 1/24/2025 8:05:03 PM | Chg.+0.540 | Bid8:05:03 PM | Ask8:05:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.370EUR | +7.91% | - Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX | 21,100.00 USD | 1/24/2025 | Call |
Master data
| WKN: | VC8RUP |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | NASDAQ 100 INDEX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21,100.00 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: | 28.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.25 |
|---|---|
| Intrinsic value: | 7.23 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.17 |
| Parity: | 7.23 |
| Time value: | 0.20 |
| Break-even: | 21,016.06 |
| Moneyness: | 1.04 |
| Premium: | 0.00 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.01 |
| Spread %: | 0.13% |
| Delta: | 0.92 |
| Theta: | -38.68 |
| Omega: | 26.11 |
| Rho: | 0.51 |
Quote data
| Open: | 7.380 |
|---|---|
| High: | 7.520 |
| Low: | 7.040 |
| Previous Close: | 6.830 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +60.57% | ||
|---|---|---|---|
| 1 Month | -3.28% | ||
| 3 Months | - | ||
| YTD | +14.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 7.630 | 4.590 |
|---|---|---|
| 1M High / 1M Low: | 7.630 | 1.690 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/22/2025 | 7.630 |
| Low (YTD): | 1/13/2025 | 1.690 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.824 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.523 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 588.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |