BVT Call 52 NEE 21.06.2024
/ DE000VM3MWS3
BVT Call 52 NEE 21.06.2024/ DE000VM3MWS3 /
| 2024-06-19 1:51:04 PM |
Chg.+0.010 |
Bid3:08:01 PM |
Ask3:08:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+0.60% |
1.670
Bid Size: 13,000 |
1.690
Ask Size: 13,000 |
NextEra Energy Inc |
52.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3MWS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 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: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
2.71 |
| Historic volatility: |
0.27 |
| Parity: |
1.72 |
| Time value: |
0.03 |
| Break-even: |
65.92 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.95 |
| Theta: |
-0.36 |
| Omega: |
3.55 |
| Rho: |
0.00 |
Quote data
| Open: |
1.660 |
| High: |
1.670 |
| Low: |
1.660 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.57% |
| 1 Month |
|
|
-24.77% |
| 3 Months |
|
|
+79.57% |
| YTD |
|
|
+60.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.660 |
| 1M High / 1M Low: |
2.500 |
1.660 |
| 6M High / 6M Low: |
2.500 |
0.470 |
| High (YTD): |
2024-05-31 |
2.500 |
| Low (YTD): |
2024-03-04 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.244 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.11% |
| Volatility 6M: |
|
124.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
