BVT Call 55 NEE 21.06.2024
/ DE000VM5XU65
BVT Call 55 NEE 21.06.2024/ DE000VM5XU65 /
| 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: |
|
- |
