BVT Call 64 NEE 21.06.2024
/ DE000VM3VUG3
BVT Call 64 NEE 21.06.2024/ DE000VM3VUG3 /
| 2024-05-24 8:49:40 AM |
Chg.-0.10 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-8.62% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
64.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3VUG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
1.16 |
| Time value: |
0.03 |
| Break-even: |
70.90 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
5.72 |
| Rho: |
0.04 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.62% |
| 1 Month |
|
|
+158.54% |
| 3 Months |
|
|
+783.33% |
| YTD |
|
|
+194.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.06 |
| 1M High / 1M Low: |
1.21 |
0.37 |
| 6M High / 6M Low: |
1.21 |
0.07 |
| High (YTD): |
2024-05-22 |
1.21 |
| Low (YTD): |
2024-03-05 |
0.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.23% |
| Volatility 6M: |
|
239.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
