BVT Call 56 NEE 21.06.2024
/ DE000VM3MWY1
BVT Call 56 NEE 21.06.2024/ DE000VM3MWY1 /
| 2024-06-14 8:55:31 AM |
Chg.+0.06 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+3.90% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
56.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3MWY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.27 |
| Parity: |
1.59 |
| Time value: |
0.03 |
| Break-even: |
68.51 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.95 |
| Theta: |
-0.10 |
| Omega: |
4.02 |
| Rho: |
0.01 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.10% |
| 1 Month |
|
|
-11.60% |
| 3 Months |
|
|
+185.71% |
| YTD |
|
|
+105.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.54 |
| 1M High / 1M Low: |
2.23 |
1.54 |
| 6M High / 6M Low: |
2.23 |
0.28 |
| High (YTD): |
2024-06-03 |
2.23 |
| Low (YTD): |
2024-03-05 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.03% |
| Volatility 6M: |
|
150.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
