BVT Put 20100 NDX.X/ DE000VC0CFK4 /
8/1/2024 4:13:40 PM | Chg.-1.31 | Bid10:00:41 PM | Ask10:00:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.96EUR | -18.02% | - Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX | 20,100.00 USD | 8/1/2024 | Put |
Master data
WKN: | VC0CFK |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | NASDAQ 100 INDEX |
Type: | Warrant |
Option type: | Put |
Strike price: | 20,100.00 USD |
Maturity: | 8/1/2024 |
Issue date: | 7/19/2024 |
Last trading day: | 8/1/2024 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | No |
Gearing: | -14.42 |
Leverage: | Yes |
Calculated values
Fair value: | 12.04 |
---|---|
Intrinsic value: | 12.05 |
Implied volatility: | 0.54 |
Historic volatility: | 0.15 |
Parity: | 12.05 |
Time value: | 0.00 |
Break-even: | 17,379.18 |
Moneyness: | 1.07 |
Premium: | 0.00 |
Premium p.a.: | -0.01 |
Spread abs.: | 0.01 |
Spread %: | 0.08% |
Delta: | -0.99 |
Theta: | -4.00 |
Omega: | -14.30 |
Rho: | -0.50 |
Quote data
Open: | 5.50 |
---|---|
High: | 6.34 |
Low: | 5.50 |
Previous Close: | 7.27 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -39.25% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 10.34 | 7.27 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 9.41 | |
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: | - |