BVT Call 85 NEM 21.03.2025/  DE000VC0YQQ2  /

EUWAX
1/24/2025  6:12:48 PM Chg.+0.07 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.97EUR +2.41% -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 85.00 EUR 3/21/2025 Call
 

Master data

WKN: VC0YQQ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 3/21/2025
Issue date: 7/29/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 2.88
Intrinsic value: 2.84
Implied volatility: 0.72
Historic volatility: 0.30
Parity: 2.84
Time value: 0.24
Break-even: 115.80
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 4.05%
Delta: 0.88
Theta: -0.06
Omega: 3.25
Rho: 0.10
 

Quote data

Open: 2.89
High: 2.98
Low: 2.89
Previous Close: 2.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+84.47%
1 Month  
+115.22%
3 Months  
+43.48%
YTD  
+125.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.97 2.54
1M High / 1M Low: 2.97 1.26
6M High / 6M Low: - -
High (YTD): 1/24/2025 2.97
Low (YTD): 1/14/2025 1.26
52W High: - -
52W Low: - -
Avg. price 1W:   2.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -