BVT Call 19775 DAX 20.11.2024/  DE000VC7F0M9  /

EUWAX
15/11/2024  21:33:13 Chg.-0.043 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.081EUR -34.68% -
Bid Size: -
-
Ask Size: -
DAX 19,775.00 EUR 20/11/2024 Call
 

Master data

WKN: VC7F0M
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 19,775.00 EUR
Maturity: 20/11/2024
Issue date: 07/11/2024
Last trading day: 20/11/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 1,337.76
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.12
Parity: -5.11
Time value: 0.14
Break-even: 19,789.40
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 6.14
Spread abs.: 0.01
Spread %: 7.46%
Delta: 0.09
Theta: -5.88
Omega: 116.28
Rho: 0.23
 

Quote data

Open: 0.138
High: 0.138
Low: 0.068
Previous Close: 0.124
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -71.07%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.079
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
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:   -