BVT Call 21200 NDX.X/ DE000VG2YZ15 /
| 23/01/2025 10:22:47 | Chg.-1.560 | Bid10:54:47 | Ask10:54:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.110EUR | -23.39% | 5.310 Bid Size: 31,000 |
5.320 Ask Size: 31,000 |
NASDAQ 100 INDEX | 21,200.00 USD | 23/01/2025 | Call |
Master data
| WKN: | VG2YZ1 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | NASDAQ 100 INDEX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21,200.00 USD |
| Maturity: | 23/01/2025 |
| Issue date: | 10/01/2025 |
| Last trading day: | 23/01/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | No |
| Gearing: | 54.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.56 |
|---|---|
| Intrinsic value: | 3.52 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.17 |
| Parity: | 3.52 |
| Time value: | 0.28 |
| Break-even: | 20,753.25 |
| Moneyness: | 1.02 |
| Premium: | 0.00 |
| Premium p.a.: | 0.63 |
| Spread abs.: | 0.01 |
| Spread %: | 0.26% |
| Delta: | 0.85 |
| Theta: | -40.82 |
| Omega: | 46.51 |
| Rho: | 0.47 |
Quote data
| Open: | 5.110 |
|---|---|
| High: | 5.110 |
| Low: | 5.110 |
| Previous Close: | 6.670 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +179.24% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 6.670 | 1.830 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.024 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |