BVT Call 21500 NDX.X 23.01.2025
/ DE000VG2Y0Y7
BVT Call 21500 NDX.X 23.01.2025/ DE000VG2Y0Y7 /
| 1/23/2025 8:57:22 AM |
Chg.-0.11 |
Bid10:18:13 AM |
Ask10:18:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
-3.81% |
2.27
Bid Size: 32,000 |
2.28
Ask Size: 32,000 |
NASDAQ 100 INDEX |
21,500.00 USD |
1/23/2025 |
Call |
Master data
| WKN: |
VG2Y0Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21,500.00 USD |
| Maturity: |
1/23/2025 |
| Issue date: |
1/10/2025 |
| Last trading day: |
1/23/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
129.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.64 |
| Time value: |
0.96 |
| Break-even: |
20,821.55 |
| Moneyness: |
1.00 |
| Premium: |
0.00 |
| Premium p.a.: |
4.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.59 |
| Theta: |
-61.81 |
| Omega: |
75.92 |
| Rho: |
0.33 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+155.05% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
1.09 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |