BVT Call 76 NEM 21.06.2024
/ DE000VU9ELT8
BVT Call 76 NEM 21.06.2024/ DE000VU9ELT8 /
| 2024-05-02 10:31:55 AM |
Chg.-0.150 |
Bid12:48:31 PM |
Ask12:48:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-15.63% |
0.770
Bid Size: 22,000 |
0.780
Ask Size: 22,000 |
NEMETSCHEK SE O.N. |
76.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9ELT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
0.76 |
| Time value: |
0.28 |
| Break-even: |
86.30 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.08 |
| Spread %: |
8.42% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
6.07 |
| Rho: |
0.07 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.41% |
| 1 Month |
|
|
-41.30% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-22.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.830 |
| 1M High / 1M Low: |
1.530 |
0.710 |
| 6M High / 6M Low: |
1.860 |
0.650 |
| High (YTD): |
2024-03-27 |
1.860 |
| Low (YTD): |
2024-04-19 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.907 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.34% |
| Volatility 6M: |
|
153.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
