BVT Call 62 NEM 21.06.2024
/ DE000VU9KFP5
BVT Call 62 NEM 21.06.2024/ DE000VU9KFP5 /
| 2024-04-30 8:02:19 PM |
Chg.+0.100 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
+4.67% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
62.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9KFP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.29 |
| Parity: |
2.16 |
| Time value: |
0.17 |
| Break-even: |
85.20 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
4.04% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
3.22 |
| Rho: |
0.07 |
Quote data
| Open: |
2.150 |
| High: |
2.340 |
| Low: |
2.150 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.28% |
| 1 Month |
|
|
-26.80% |
| 3 Months |
|
|
-16.42% |
| YTD |
|
|
+9.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
2.050 |
| 1M High / 1M Low: |
2.830 |
1.870 |
| 6M High / 6M Low: |
3.180 |
1.450 |
| High (YTD): |
2024-03-27 |
3.180 |
| Low (YTD): |
2024-01-05 |
1.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.15% |
| Volatility 6M: |
|
95.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
