BVT Put NDX.X/ DE000VC6T8L9 /
| 2024-11-07 2:05:58 PM | Chg.-0.540 | Bid2:31:02 PM | Ask2:31:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.210EUR | -30.86% | 1.310 Bid Size: 42,000 |
1.320 Ask Size: 42,000 |
NASDAQ 100 INDEX | - USD | 2024-11-07 | Put |
Master data
| WKN: | VC6T8L |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | NASDAQ 100 INDEX |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | - USD |
| Maturity: | 2024-11-07 |
| Issue date: | 2024-10-29 |
| Last trading day: | 2024-11-07 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | No |
| Gearing: | -29.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.13 |
|---|---|
| Intrinsic value: | 6.15 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.16 |
| Parity: | 6.15 |
| Time value: | 0.19 |
| Break-even: | 18,480.78 |
| Moneyness: | 1.03 |
| Premium: | 0.00 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.01 |
| Spread %: | 0.16% |
| Delta: | -0.90 |
| Theta: | -37.66 |
| Omega: | -26.37 |
| Rho: | -0.48 |
Quote data
| Open: | 1.310 |
|---|---|
| High: | 1.310 |
| Low: | 1.210 |
| Previous Close: | 1.750 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -86.66% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.070 | 1.750 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.752 | |
| 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: | - |
