BVT Call 19775 DAX 20.11.2024
/ DE000VC7F0M9
BVT Call 19775 DAX 20.11.2024/ DE000VC7F0M9 /
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: |
|
- |