BVT Call 62 NEE 21.06.2024
/ DE000VM21H64
BVT Call 62 NEE 21.06.2024/ DE000VM21H64 /
| 2024-06-19 8:53:10 AM |
Chg.+0.120 |
Bid12:36:43 PM |
Ask12:36:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+19.35% |
0.750
Bid Size: 9,000 |
0.780
Ask Size: 9,000 |
NextEra Energy Inc |
62.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM21H6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.79 |
| Time value: |
0.03 |
| Break-even: |
65.93 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.90 |
| Theta: |
-0.30 |
| Omega: |
7.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.73% |
| 1 Month |
|
|
-44.78% |
| 3 Months |
|
|
+208.33% |
| YTD |
|
|
+64.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.620 |
| 1M High / 1M Low: |
1.690 |
0.620 |
| 6M High / 6M Low: |
1.690 |
0.100 |
| High (YTD): |
2024-06-03 |
1.690 |
| Low (YTD): |
2024-03-05 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.548 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.19% |
| Volatility 6M: |
|
222.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
