BVT Call 55 NEM 21.06.2024
/ DE000VM2JUV9
BVT Call 55 NEM 21.06.2024/ DE000VM2JUV9 /
| 2024-06-07 10:20:31 AM |
Chg.-0.030 |
Bid11:18:31 AM |
Ask11:18:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.150EUR |
-0.72% |
4.130
Bid Size: 17,000 |
4.140
Ask Size: 17,000 |
NEMETSCHEK SE O.N. |
55.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM2JUV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
4.19 |
| Implied volatility: |
2.19 |
| Historic volatility: |
0.31 |
| Parity: |
4.19 |
| Time value: |
0.14 |
| Break-even: |
98.30 |
| Moneyness: |
1.76 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.10 |
| Spread %: |
2.36% |
| Delta: |
0.94 |
| Theta: |
-0.19 |
| Omega: |
2.10 |
| Rho: |
0.02 |
Quote data
| Open: |
4.150 |
| High: |
4.150 |
| Low: |
4.150 |
| Previous Close: |
4.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.10% |
| 1 Month |
|
|
+40.20% |
| 3 Months |
|
|
+19.94% |
| YTD |
|
|
+58.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.180 |
2.880 |
| 1M High / 1M Low: |
4.180 |
2.880 |
| 6M High / 6M Low: |
4.180 |
2.190 |
| High (YTD): |
2024-06-06 |
4.180 |
| Low (YTD): |
2024-01-05 |
2.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.105 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.21% |
| Volatility 6M: |
|
84.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
