BVT Call 96 VOW3 17.01.2025
/ DE000VC64LJ1
BVT Call 96 VOW3 17.01.2025/ DE000VC64LJ1 /
| 2024-12-23 10:21:35 AM |
Chg.-0.046 |
Bid10:38:00 AM |
Ask10:38:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-65.71% |
0.022
Bid Size: 124,000 |
0.032
Ask Size: 124,000 |
VOLKSWAGEN AG VZO O.... |
96.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
VC64LJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-04 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
128.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.72 |
| Time value: |
0.07 |
| Break-even: |
96.69 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
2.47 |
| Spread abs.: |
0.01 |
| Spread %: |
23.21% |
| Delta: |
0.18 |
| Theta: |
-0.04 |
| Omega: |
23.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.028 |
| 1M High / 1M Low: |
0.070 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
502.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
