BVT Call 2.6 NOA3 20.06.2024
/ DE000VM6FYV0
BVT Call 2.6 NOA3 20.06.2024/ DE000VM6FYV0 /
| 2024-06-07 7:47:51 PM |
Chg.+0.020 |
Bid9:58:38 PM |
Ask9:58:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+1.98% |
-
Bid Size: - |
-
Ask Size: - |
NOKIA OYJ EO-,06 |
2.60 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VM6FYV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOKIA OYJ EO-,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.60 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.27 |
| Parity: |
1.03 |
| Time value: |
0.09 |
| Break-even: |
3.72 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.13 |
| Spread %: |
13.13% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.84 |
| Rho: |
0.00 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.010 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.04% |
| 1 Month |
|
|
+18.39% |
| 3 Months |
|
|
+30.38% |
| YTD |
|
|
+77.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.990 |
| 1M High / 1M Low: |
1.050 |
0.870 |
| 6M High / 6M Low: |
1.050 |
0.430 |
| High (YTD): |
2024-05-22 |
1.050 |
| Low (YTD): |
2024-04-15 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.16% |
| Volatility 6M: |
|
136.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
