BVT Call 55 NEE 21.06.2024/  DE000VM5XU65  /

Frankfurt Zert./VONT
2024-06-14  8:02:33 PM Chg.-0.040 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
1.690EUR -2.31% -
Bid Size: -
-
Ask Size: -
NextEra Energy Inc 55.00 USD 2024-06-21 Call
 

Master data

WKN: VM5XU6
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-27
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.99
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.69
Implied volatility: 1.33
Historic volatility: 0.27
Parity: 1.69
Time value: 0.02
Break-even: 68.48
Moneyness: 1.33
Premium: 0.00
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.59%
Delta: 0.96
Theta: -0.09
Omega: 3.83
Rho: 0.01
 

Quote data

Open: 1.690
High: 1.690
Low: 1.680
Previous Close: 1.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.65%
1 Month
  -16.34%
3 Months  
+172.58%
YTD  
+101.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.630
1M High / 1M Low: 2.220 1.630
6M High / 6M Low: 2.220 0.310
High (YTD): 2024-05-31 2.220
Low (YTD): 2024-03-04 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   1.758
Avg. volume 1W:   0.000
Avg. price 1M:   1.968
Avg. volume 1M:   0.000
Avg. price 6M:   1.005
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.13%
Volatility 6M:   145.79%
Volatility 1Y:   -
Volatility 3Y:   -