BVT Call 52 NEE 21.06.2024
/ DE000VM3MWS3
BVT Call 52 NEE 21.06.2024/ DE000VM3MWS3 /
| 2024-06-18 8:54:57 AM |
Chg.-0.44 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-22.11% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
2.08 |
| Historic volatility: |
0.27 |
| Parity: |
1.89 |
| Time value: |
0.02 |
| Break-even: |
67.52 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.97 |
| Theta: |
-0.16 |
| Omega: |
3.41 |
| Rho: |
0.00 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.90% |
| 1 Month |
|
|
-31.11% |
| 3 Months |
|
|
+76.14% |
| YTD |
|
|
+47.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.91 |
| 1M High / 1M Low: |
2.60 |
1.91 |
| 6M High / 6M Low: |
2.60 |
0.50 |
| High (YTD): |
2024-06-03 |
2.60 |
| Low (YTD): |
2024-03-05 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.29% |
| Volatility 6M: |
|
115.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
