BVT Call 49 NEE 21.06.2024
/ DE000VM3MU78
BVT Call 49 NEE 21.06.2024/ DE000VM3MU78 /
| 2024-06-19 7:53:26 PM |
Chg.+0.010 |
Bid7:53:26 PM |
Ask7:53:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+0.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
2.92 |
| Historic volatility: |
0.27 |
| Parity: |
2.00 |
| Time value: |
0.02 |
| Break-even: |
65.83 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.96 |
| Theta: |
-0.29 |
| Omega: |
3.13 |
| Rho: |
0.00 |
Quote data
| Open: |
1.940 |
| High: |
1.950 |
| Low: |
1.940 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.55% |
| 1 Month |
|
|
-22.00% |
| 3 Months |
|
|
+63.87% |
| YTD |
|
|
+54.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
1.940 |
| 1M High / 1M Low: |
2.780 |
1.940 |
| 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: |
|
2.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.29% |
| Volatility 6M: |
|
104.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
