BVT Call 165 GOOG 27.12.2024/  DE000VC89R48  /

EUWAX
2024-12-20  8:59:58 AM Chg.- Bid8:49:07 AM Ask8:49:07 AM Underlying Strike price Expiration date Option type
2.35EUR - 2.85
Bid Size: 15,000
2.87
Ask Size: 15,000
Alphabet C 165.00 USD 2024-12-27 Call
 

Master data

WKN: VC89R4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Alphabet C
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2024-12-27
Issue date: 2024-11-25
Last trading day: 2024-12-27
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 2.69
Intrinsic value: 2.68
Implied volatility: 0.68
Historic volatility: 0.26
Parity: 2.68
Time value: 0.03
Break-even: 185.31
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.37%
Delta: 0.97
Theta: -0.11
Omega: 6.60
Rho: 0.02
 

Quote data

Open: 2.35
High: 2.35
Low: 2.35
Previous Close: 2.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.84%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.20 2.35
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.76
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:   -