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BVT Call 110 Vanguard Total World.../  DE000VC298J3  /

EUWAX
09/09/2024  08:25:23 Chg.-0.080 Bid20:54:08 Ask20:54:08 Underlying Strike price Expiration date Option type
0.610EUR -11.59% 0.630
Bid Size: 53,000		 0.640
Ask Size: 53,000		 - 110.00 - 15/11/2024 Call
 

Master data

WKN: VC298J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 15/11/2024
Issue date: 04/09/2024
Last trading day: 15/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.85
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.11
Parity: -0.83
Time value: 0.57
Break-even: 115.70
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 1.01
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.41
Theta: -0.07
Omega: 7.32
Rho: 0.07
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -