BVT Call 55 NEM 21.06.2024
/ DE000VM2JUV9
BVT Call 55 NEM 21.06.2024/ DE000VM2JUV9 /
| 2024-06-06 6:13:23 PM |
Chg.- |
Bid8:39:50 AM |
Ask8:39:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.18EUR |
- |
4.19
Bid Size: 4,000 |
4.24
Ask Size: 4,000 |
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: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
1.94 |
| Historic volatility: |
0.30 |
| Parity: |
3.63 |
| Time value: |
0.14 |
| Break-even: |
92.60 |
| Moneyness: |
1.66 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
2.73% |
| Delta: |
0.93 |
| Theta: |
-0.16 |
| Omega: |
2.26 |
| Rho: |
0.02 |
Quote data
| Open: |
3.67 |
| High: |
4.19 |
| Low: |
3.67 |
| Previous Close: |
3.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.64% |
| 1 Month |
|
|
+41.22% |
| 3 Months |
|
|
+20.81% |
| YTD |
|
|
+58.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.18 |
2.87 |
| 1M High / 1M Low: |
4.18 |
2.87 |
| 6M High / 6M Low: |
4.18 |
2.17 |
| High (YTD): |
2024-06-06 |
4.18 |
| Low (YTD): |
2024-01-05 |
2.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.10% |
| Volatility 6M: |
|
86.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
