BVT Call 79 VOW3 17.01.2025/  DE000VC81WF0  /

EUWAX
2024-12-20  8:47:34 AM Chg.+0.050 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.880EUR +6.02% -
Bid Size: -
-
Ask Size: -
VOLKSWAGEN AG VZO O.... 79.00 EUR 2025-01-17 Call
 

Master data

WKN: VC81WF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 79.00 EUR
Maturity: 2025-01-17
Issue date: 2024-11-21
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.98
Implied volatility: 0.52
Historic volatility: 0.23
Parity: 0.98
Time value: 0.15
Break-even: 90.30
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.25
Spread abs.: 0.08
Spread %: 7.62%
Delta: 0.82
Theta: -0.07
Omega: 6.43
Rho: 0.05
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.20%
1 Month  
+79.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.760
1M High / 1M Low: 0.980 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -