BVT Call 92 NEM 21.06.2024
/ DE000VM5AKS8
BVT Call 92 NEM 21.06.2024/ DE000VM5AKS8 /
| 2024-05-02 12:08:40 PM |
Chg.-0.043 |
Bid12:51:45 PM |
Ask12:51:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-34.96% |
0.078
Bid Size: 38,000 |
0.088
Ask Size: 38,000 |
NEMETSCHEK SE O.N. |
92.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM5AKS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
-0.85 |
| Time value: |
0.14 |
| Break-even: |
93.37 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.02 |
| Spread %: |
13.22% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
14.86 |
| Rho: |
0.03 |
Quote data
| Open: |
0.115 |
| High: |
0.115 |
| Low: |
0.078 |
| Previous Close: |
0.123 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.33% |
| 1 Month |
|
|
-75.76% |
| 3 Months |
|
|
-82.61% |
| YTD |
|
|
-77.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.133 |
0.103 |
| 1M High / 1M Low: |
0.420 |
0.092 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
0.810 |
| Low (YTD): |
2024-04-19 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
