BVT Call 51 NEE 21.06.2024
/ DE000VM3MWX3
BVT Call 51 NEE 21.06.2024/ DE000VM3MWX3 /
| 2024-06-19 8:55:04 AM |
Chg.+0.12 |
Bid5:30:02 PM |
Ask5:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+7.32% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
51.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3MWX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 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: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
2.79 |
| Historic volatility: |
0.27 |
| Parity: |
1.81 |
| Time value: |
0.03 |
| Break-even: |
65.89 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.10% |
| Delta: |
0.95 |
| Theta: |
-0.34 |
| Omega: |
3.40 |
| Rho: |
0.00 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.87% |
| 1 Month |
|
|
-24.79% |
| 3 Months |
|
|
+85.26% |
| YTD |
|
|
+57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.64 |
| 1M High / 1M Low: |
2.69 |
1.64 |
| 6M High / 6M Low: |
2.69 |
0.56 |
| High (YTD): |
2024-06-03 |
2.69 |
| Low (YTD): |
2024-03-05 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.25% |
| Volatility 6M: |
|
113.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
