BVT Call 58 NEM 21.06.2024
/ DE000VM2C614
BVT Call 58 NEM 21.06.2024/ DE000VM2C614 /
| 6/6/2024 6:12:44 PM |
Chg.+0.52 |
Bid10:00:08 PM |
Ask10:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.89EUR |
+15.43% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
58.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VM2C61 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.33 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
1.81 |
| Historic volatility: |
0.30 |
| Parity: |
3.33 |
| Time value: |
0.15 |
| Break-even: |
92.70 |
| Moneyness: |
1.57 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.10 |
| Spread %: |
2.97% |
| Delta: |
0.92 |
| Theta: |
-0.17 |
| Omega: |
2.43 |
| Rho: |
0.02 |
Quote data
| Open: |
3.37 |
| High: |
3.89 |
| Low: |
3.37 |
| Previous Close: |
3.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.43% |
| 1 Month |
|
|
+50.19% |
| 3 Months |
|
|
+23.49% |
| YTD |
|
|
+63.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.58 |
| 1M High / 1M Low: |
3.45 |
2.58 |
| 6M High / 6M Low: |
3.57 |
1.93 |
| High (YTD): |
3/27/2024 |
3.57 |
| Low (YTD): |
1/5/2024 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.31% |
| Volatility 6M: |
|
92.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
