BVT Call NDX.X/ DE000VC6V8G5 /
| 2024-11-07 1:08:04 PM | Chg.+1.81 | Bid2:13:46 PM | Ask2:13:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.60EUR | +20.59% | 10.92 Bid Size: 31,000 |
10.93 Ask Size: 31,000 |
NASDAQ 100 INDEX | - USD | 2024-11-07 | Call |
Master data
| WKN: | VC6V8G |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | NASDAQ 100 INDEX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 2024-11-07 |
| Issue date: | 2024-10-30 |
| Last trading day: | 2024-11-07 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | No |
| Gearing: | 32.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.84 |
|---|---|
| Intrinsic value: | 4.82 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.16 |
| Parity: | 4.82 |
| Time value: | 0.90 |
| Break-even: | 18,589.28 |
| Moneyness: | 1.03 |
| Premium: | 0.00 |
| Premium p.a.: | 4.83 |
| Spread abs.: | 0.01 |
| Spread %: | 0.18% |
| Delta: | 0.77 |
| Theta: | -100.98 |
| Omega: | 25.06 |
| Rho: | 0.38 |
Quote data
| Open: | 10.45 |
|---|---|
| High: | 10.60 |
| Low: | 10.34 |
| Previous Close: | 8.79 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +117.21% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.79 | 4.88 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.99 | |
| 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: | - |
