BVT Call 2.7 NOA3 20.06.2024
/ DE000VM6FYM9
BVT Call 2.7 NOA3 20.06.2024/ DE000VM6FYM9 /
| 2024-05-21 7:51:21 PM |
Chg.+0.020 |
Bid8:40:06 PM |
Ask8:40:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+2.41% |
0.840
Bid Size: 3,600 |
0.970
Ask Size: 3,600 |
NOKIA OYJ EO-,06 |
2.70 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VM6FYM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOKIA OYJ EO-,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.70 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.27 |
| Parity: |
0.84 |
| Time value: |
0.11 |
| Break-even: |
3.65 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.13 |
| Spread %: |
15.85% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
3.17 |
| Rho: |
0.00 |
Quote data
| Open: |
0.820 |
| High: |
0.850 |
| Low: |
0.820 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.60% |
| 1 Month |
|
|
+44.07% |
| 3 Months |
|
|
+39.34% |
| YTD |
|
|
+70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.830 |
| 1M High / 1M Low: |
0.930 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-14 |
0.930 |
| Low (YTD): |
2024-04-15 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
