BVT Call 2.8 NOA3 20.06.2024
/ DE000VM6FY21
BVT Call 2.8 NOA3 20.06.2024/ DE000VM6FY21 /
| 6/14/2024 8:44:21 AM |
Chg.-0.060 |
Bid8:03:19 PM |
Ask8:03:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-8.33% |
0.560
Bid Size: 5,200 |
0.680
Ask Size: 5,200 |
NOKIA OYJ EO-,06 |
2.80 EUR |
6/20/2024 |
Call |
Master data
| WKN: |
VM6FY2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOKIA OYJ EO-,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 EUR |
| Maturity: |
6/20/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
2.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.68 |
| Time value: |
0.12 |
| Break-even: |
3.60 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
7.29 |
| Spread abs.: |
0.13 |
| Spread %: |
19.40% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.00 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-10.81% |
| 3 Months |
|
|
+15.79% |
| YTD |
|
|
+53.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.720 |
| 1M High / 1M Low: |
0.870 |
0.680 |
| 6M High / 6M Low: |
0.870 |
0.350 |
| High (YTD): |
5/15/2024 |
0.870 |
| Low (YTD): |
4/18/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.30% |
| Volatility 6M: |
|
158.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
