BVT Call 58 NEE 21.06.2024
/ DE000VM24RH5
BVT Call 58 NEE 21.06.2024/ DE000VM24RH5 /
| 2024-06-18 8:53:52 AM |
Chg.-0.44 |
Bid9:07:03 PM |
Ask9:07:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-30.77% |
1.13
Bid Size: 16,500 |
1.15
Ask Size: 16,500 |
NextEra Energy Inc |
58.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM24RH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.27 |
| Parity: |
1.33 |
| Time value: |
0.02 |
| Break-even: |
67.50 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.96 |
| Theta: |
-0.14 |
| Omega: |
4.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.75% |
| 1 Month |
|
|
-41.76% |
| 3 Months |
|
|
+115.22% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.35 |
| 1M High / 1M Low: |
2.05 |
1.35 |
| 6M High / 6M Low: |
2.05 |
0.20 |
| High (YTD): |
2024-06-03 |
2.05 |
| Low (YTD): |
2024-03-05 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.51% |
| Volatility 6M: |
|
167.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
