BVT Call 68 NEM 21.06.2024
/ DE000VU9EM26
BVT Call 68 NEM 21.06.2024/ DE000VU9EM26 /
| 2024-06-12 11:09:00 AM |
Chg.-0.06 |
Bid11:45:05 AM |
Ask11:45:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
-2.34% |
2.45
Bid Size: 17,000 |
2.46
Ask Size: 17,000 |
NEMETSCHEK SE O.N. |
68.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9EM2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.31 |
| Parity: |
2.52 |
| Time value: |
0.16 |
| Break-even: |
94.80 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.10 |
| Spread %: |
3.88% |
| Delta: |
0.89 |
| Theta: |
-0.28 |
| Omega: |
3.11 |
| Rho: |
0.01 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.50 |
| Previous Close: |
2.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.04% |
| 1 Month |
|
|
+38.12% |
| 3 Months |
|
|
+11.61% |
| YTD |
|
|
+57.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.38 |
| 1M High / 1M Low: |
2.89 |
1.60 |
| 6M High / 6M Low: |
2.89 |
1.18 |
| High (YTD): |
2024-06-06 |
2.89 |
| Low (YTD): |
2024-01-05 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.18% |
| Volatility 6M: |
|
132.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
