BVT Call 54 NEE 21.06.2024
/ DE000VM3MWW5
BVT Call 54 NEE 21.06.2024/ DE000VM3MWW5 /
| 6/19/2024 8:55:04 AM |
Chg.+0.12 |
Bid8:58:45 AM |
Ask8:58:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+8.82% |
1.47
Bid Size: 5,000 |
1.51
Ask Size: 5,000 |
NextEra Energy Inc |
54.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM3MWW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.27 |
| Parity: |
1.70 |
| Time value: |
0.02 |
| Break-even: |
67.48 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.97 |
| Theta: |
-0.13 |
| Omega: |
3.80 |
| Rho: |
0.00 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.43% |
| 1 Month |
|
|
-28.50% |
| 3 Months |
|
|
+105.56% |
| YTD |
|
|
+62.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.36 |
| 1M High / 1M Low: |
2.41 |
1.36 |
| 6M High / 6M Low: |
2.41 |
0.38 |
| High (YTD): |
6/3/2024 |
2.41 |
| Low (YTD): |
3/5/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.04% |
| Volatility 6M: |
|
135.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
