BVT Call 2.6 NOA3 20.06.2024
/ DE000VM6FYV0
BVT Call 2.6 NOA3 20.06.2024/ DE000VM6FYV0 /
| 14/06/2024 08:44:21 |
Chg.-0.060 |
Bid12:04:59 |
Ask12:04:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-6.52% |
0.800
Bid Size: 62,000 |
0.820
Ask Size: 62,000 |
NOKIA OYJ EO-,06 |
2.60 EUR |
20/06/2024 |
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: |
20/06/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
2.76 |
| Historic volatility: |
0.27 |
| Parity: |
0.88 |
| Time value: |
0.12 |
| Break-even: |
3.60 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
7.29 |
| Spread abs.: |
0.13 |
| Spread %: |
14.94% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
2.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.31% |
| 1 Month |
|
|
-7.53% |
| 3 Months |
|
|
+14.67% |
| YTD |
|
|
+50.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.920 |
| 1M High / 1M Low: |
1.060 |
0.880 |
| 6M High / 6M Low: |
1.060 |
0.510 |
| High (YTD): |
15/05/2024 |
1.060 |
| Low (YTD): |
18/04/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.975 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.44% |
| Volatility 6M: |
|
127.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
