BVT Call 49 NEE 21.06.2024
/ DE000VM3MU78
BVT Call 49 NEE 21.06.2024/ DE000VM3MU78 /
| 2024-06-18 4:50:17 PM |
Chg.-0.260 |
Bid6:02:59 PM |
Ask6:02:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-11.56% |
1.950
Bid Size: 16,500 |
1.970
Ask Size: 16,500 |
NextEra Energy Inc |
49.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3MU7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
2.42 |
| Historic volatility: |
0.27 |
| Parity: |
2.17 |
| Time value: |
0.02 |
| Break-even: |
67.52 |
| Moneyness: |
1.48 |
| Premium: |
0.00 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.97 |
| Theta: |
-0.17 |
| Omega: |
2.98 |
| Rho: |
0.00 |
Quote data
| Open: |
1.800 |
| High: |
1.990 |
| Low: |
1.800 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.72% |
| 1 Month |
|
|
-20.40% |
| 3 Months |
|
|
+76.11% |
| YTD |
|
|
+57.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
2.180 |
| 1M High / 1M Low: |
2.780 |
2.180 |
| 6M High / 6M Low: |
2.780 |
0.670 |
| High (YTD): |
2024-05-31 |
2.780 |
| Low (YTD): |
2024-03-04 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.53% |
| Volatility 6M: |
|
102.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
