BVT Call 76 NEM 21.06.2024
/ DE000VU9ELT8
BVT Call 76 NEM 21.06.2024/ DE000VU9ELT8 /
| 2024-06-06 8:04:10 PM |
Chg.+0.490 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+30.43% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.30 |
| Parity: |
1.53 |
| Time value: |
0.17 |
| Break-even: |
92.90 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.10 |
| Spread %: |
6.29% |
| Delta: |
0.85 |
| Theta: |
-0.15 |
| Omega: |
4.59 |
| Rho: |
0.02 |
Quote data
| Open: |
2.080 |
| High: |
2.100 |
| Low: |
2.050 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+105.88% |
| 1 Month |
|
|
+123.40% |
| 3 Months |
|
|
+34.62% |
| YTD |
|
|
+101.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
0.850 |
| 1M High / 1M Low: |
1.630 |
0.850 |
| 6M High / 6M Low: |
1.860 |
0.700 |
| High (YTD): |
2024-03-27 |
1.860 |
| Low (YTD): |
2024-05-02 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.80% |
| Volatility 6M: |
|
185.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
